资本资产定价模型及其实证方法的演进  

The Capital Asset Pricing Model and Evolution of Empirical Methods

作　　者：吕迎[1] 吕联盟[2] 

机构地区：[1]陇东学院,甘肃庆阳745000 [2]商洛学院,陕西商洛711403

出　　处：《甘肃联合大学学报（社会科学版）》2010年第6期38-41,共4页Journal of Gansu Lianhe University:Social Sciences

摘　　要：资本资产定价理论是现代金融理论的核心内容,已被广泛应用于金融资产的定价分析以及投资决策等领域。但是,自诞生以来,关于CAPM模型的检验就没有间断过,该理论及其检验方法不断出新,错乱复杂。本文重点论述了资本资产定价模型(CAPM)的发展、资本资产定价模型及其检验方法的演进。Capital assets pricing theory is the core content of modern financial theory,which has been widely applied financial asset pricing and investment decisions,etc.But since its birth,and the model test about the CAPM,not interrupted,the theory and method of inspection,the disorder is complicated and continuously new.This paper mainly discusses the capital asset pricing model（CAPM）,the capital asset pricing model and evolution of test method.

关 键 词：资本产定价模型 条件CAPM 参数估计 非参数估计 

分 类 号：F064.1[经济管理—政治经济学]