摘要
本文对资本资产定价理论中的两个重要模型——资本资产定价模型和套利定价理论模型进行了比较详细的推导,并对该理论中存在的问题及未来发展方向作了一个简单的评述.
This paper presents CAPM and APT that are the two important models in capital asset pricing theory with detailed formulations. Then the current states of capital asset pricing theory are reviewed and future trends are also suggested.
出处
《系统工程》
CSCD
1997年第1期14-19,共6页
Systems Engineering
关键词
资本资产定价
收益
风险贴水
金融经济学
Capital asset pricing, Return, Risk, Risk Premium, Financial economics
