Asset Pricing Models的意思|示意

Most asset pricing models suppose that there is a representative agent who can represent all investors.

经济代表人的存在是以往资产定价模型的主要假设。

I also analyze some important BF models, which are prospect theory, behavioral asset pricing theory and behavioral portfolio theory.

最后分析了行为金融的几个主要理论模型，分别是期望理论、行为资产定价模型和行为金融组合理论。

The Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.

运用倒向随机微分方程数学方法，建立了动态资产份额定价理论模型。

If a payoff stream depends on both a fundamental and possible interventions of an authority, the asset pricing problem is usually characterized by regime switching models.

当支付流既依赖于基础资产价格又受外界干预时，资产的定价问题通常用状态转换模型来刻画。

Basic knowledge on finance and financial markets, asset pricing theories and empirical models, behavioral finance and derivatives pricing models, and 11 classical papers reading.

主要内容包括金融与金融市场基本知识介绍，资产定价理论与实证，行为金融，衍生产品定价理论与实证以及11篇经典文献阅读与交流。

But most importantly, it can unify all the asset-pricing models to get a new asset-pricing model containing pricing factors of the two dimensions.

更重要的是二维体系有望将红利贴现模型、CAPM、Fama&French的三因素模型和APT模型统一，形成一个包含二维定价因子的新资产定价模型。