摘要
本文基于金融经济学中状态价格与随机折现因子等理论的分析,认为资产定价会受到行为因素的影响。在此基础上本文提出了状态价格函数,并建立了行为影响资产定价的多项式模型。
Based on economics, the paper conclusion, the paper to explain the impact an analysis of the theories of state price and stochastic discount factor in financial makes the conclusion that asset pricing is concerned with behaviors. In view of the establishes the function of state price, and the polynomial model which will be used of behaviors on asset pricing.
出处
《金融理论与实践》
北大核心
2007年第11期32-35,共4页
Financial Theory and Practice
关键词
资产定价
随机折现因子
状态价格
行为金融学
asset pricing
stochastic discount factor
state price
behavioral finance
