到了20世纪70年代中期,以有效市场假说(efficientmarkethypothesis,EMH)为基础,以资本资产定价模型和现代投资组合理论(MPT)为理论基石的现代金融理论确立了其在金融经济领域...
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长期以来,以有效市场假说和随机游走为基础的现代金融理论一直占据着金融学术领域的主流地位。
For a long period, the modern financial theory based on efficient market hypothesis and random walk has been the mainstream of financial fields.
并认为以非线性为范式的分形市场假说有助于解决有效市场假说的困境。
The paper considers the Fractal Market Hypothesis with paradigm of non-linear can contribute to improve the puzzle of Efficient Market Hypothesis.
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