行为组合理论包括单一心理账户和多个心理账户,其中单一心理账户投资者关心投资组合中各资产的相关系数。
最后分析了行为金融的几个主要理论模型,分别是期望理论、行为资产定价模型和行为金融组合理论。
I also analyze some important BF models, which are prospect theory, behavioral asset pricing theory and behavioral portfolio theory.
旨在通过建立投资者多心理账户权重的确定方法,用以改进传统的行为证券组合理论(BPT)。
Its studied for improving the traditional behavioral portfolio theory (BPT) by dealing with weights of investors multiple mental accounts.
行为资产组合理论能够对市场中的一些异象做出合理的解释。
The Behavioral Portfolio Theory can be employed to give a rational explanation of anomalies in the market.
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