资产定价:理论演进及应用研究  

Capital Asset Pricing: Theory Development and Application Research

作　　者：李政[1] 阮文娟[2] 

机构地区：[1]河海大学商学院,江苏南京210098 [2]中国矿业大学管理学院,江苏徐州221008

出　　处：《金融理论与实践》2007年第1期11-14,共4页Financial Theory and Practice

摘　　要：资产定价理论是现代金融理论的核心。本文通过对资产定价理论的综述,揭示了从传统资产定价理论到行为资产定价理论的演进脉络,并对各理论及相应模型的内涵和应用进行了描述,最后对传统资产定价理论和行为资产定价理论进行了比较,以期对我国金融理论和实践的发展有所帮助。The theory of capital asset pricing is the core of modern finance theory. This paper reveals the development process of finance pricing theory from traditional capital asset pricing theory to behavioral capital asset pricing theory through summarizing the relative theories. At the same time, the connotation and application of every theory and its model were researched and depicted. Then, this paper compares the traditional capital asset pricing theory with the behavioral capital asset pricing theory, aiming to contribute to the development and practice of finance theory in China.

关 键 词：资产定价 传统资产定价理论 行为资产定价理论 

分 类 号：F830.49[经济管理—金融学]