期刊文献+

基于资产链的资产定价理论综述

在线阅读 下载PDF
导出
摘要 本文指出金融市场在金融创新的推动下不断发展和深化,资产的表现形态随着金融创新过程也发生了变化,产生出一个个新的金融产品,构成了一条条资产变化链,伴随着资产形态的变化,形成了一条条价值变化链。本文通过总结已有的研究成果,以资产链的视角,系统地梳理和组织了现代资产定价理论。
作者 王柱
出处 《现代商业》 2010年第29期27-28,共2页 Modern Business
  • 相关文献

参考文献6

  • 1Fama E F, French K R. The Capital Asset Pricing Model: Theory and Evidence [J]. The Journal of Economic Perspectives,2004,18:25-47.
  • 2Campbell j Y. Asset Pricing at Millennium [J]. Journal of Finance, 2000 ;55(4): 1515- 1568.
  • 3陈彦斌,周业安.行为资产定价理论综述[J].经济研究,2004,39(6):117-127. 被引量:52
  • 4Markowitz H.Portfollo Seiecton[J]. Journal of Finance ,1952, 17(1):77- 91.
  • 5Sharpe W .Capital asset prices: A theory of market equilibrium under conditions of risk[J]. Journal of Finance 1964, 19: 425-442.
  • 6Lucas E. Asset prices in an exchange economy [J]: Econometrica, 1978, 46:1429-1446.

二级参考文献64

  • 1Kurz, M, 1968, Optimal Economic Growth and Wealth Effects, International Economic Review, vol.9, 347-357.
  • 2Kuznitz, Arik, 2001, Direct Wealth Preference in an Endowment Economy, Ph D dissertation, Tel Aviv University.
  • 3Laibson, David, 1996, Hyperbolic Discount Functions,Undersaving, and Saving Policy, NBER Working Paper 5635.
  • 4Laibson, David, 1997, Golden Eggs and Hyperbolic Discounting, Quarterly Journal of Economics, May. 443-447.
  • 5Li, Yuming, 2001, Expected Returns and Habit Persistence,Review of Financial Studies, vol. 14, no. 3, 861-889.
  • 6Ljungqvist, Lars and Thomas J Sargent, 2000, Recursive Macroeconomic Theory, MIT Press.
  • 7Lucas, Robert E, Jr. 1978, Asset Prices in an Exchange Economy, Econometrica, vol. 46, 1429-1445.
  • 8Lucas, Robert E, Jr. 2003, Macro economic Priorities,American Economic Review, 93(1), 1-14.
  • 9Mas-Colell, Andreu, Michael D Whinston, and Jerry R Green, 1995, Microeconomic Theory, Oxford University Press, New York.
  • 10Mehra, Rajnlsh and Edward Prescott, 1985, The Equity Premium: A Puzzle, Journal of Monetary Economics, vol. 15 (2),145-162.

共引文献51

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部