International Asset Pricing Models 国际资产定价模型
Most asset pricing models suppose that there is a representative agent who can represent all investors.
经济代表人的存在是以往资产定价模型的主要假设。
I also analyze some important BF models, which are prospect theory, behavioral asset pricing theory and behavioral portfolio theory.
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。
The Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.
运用倒向随机微分方程数学方法,建立了动态资产份额定价理论模型。
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