体现投资者过度自信和悲观心理的股市均衡定价模型

体现投资者过度自信和悲观心理的股市均衡定价模型作者：曾爱民学位授予单位：大连理工大学参考文献(41条)1.SharpwECapitalAssetPrices:ATheoryofMarketEquilibriumunderConditionsofRisks19642.LintnerJTheEvaluationofRiskAssetsandtheSelectionofRiskyInvestmentsinStockPortfoliosandCapitalBudgets19653.MossinJEquilibriuminaCapitalAssetMarket19664.谢振东.黄鹂基于投资者心理偏差的资产定价研究框架2006(02)5.FamaEFThebehaviorofstockmarketprice1965(38)6.FamaEFEfficientcapitalmarkcts:areviewoftheoryandempiricalwork1970(02)7.MarkowitzHMPortfolioSelection1952(07)8.RossSAThearbitragetheoryofcapitalassetpricing19769.宋冯明金融工程原理200010.HershShefrinBehavioralcorporateFinancebeyondGreedandFear:UnderstandingBehavioralFinanceandthePsychologyofInvesting199911.HershShefrin.MeirStatmanBehavioralPortfolioTheory2000(02)12.DeLongJB.AShleifer.LHSummers.R.J.WaldmannNoiseTradersRiskinFinancialMarket1990(04)13.FamaEugeneFEfficientcapitalmarketⅡ1991(05)14.ROLLRAcritiqueoftheassetpricingthoery'stests1976(04)15.FamaEugeneF.KennethRFrenchThecross-sectionofexpectedstockreturns1992(02)16.GriffinD.TverskyATheweighingofevidenceandthedeterminantsofconfidence.CognitivePsychology200117.ZakayD.TuviaRChoicelatencytimesasdeterminantsofpostOdecisionalconfident199818.KahnemanD.TverskyAProspectTheory:ananalysisofdecisionunderrisk1979(02)19.BenartziS.RHThalerMyopiclossaversionandtheequitypremiumpuzzle20.BarberisNicholas.MingHuang.TanoSantosRespectTheoryandAssetPrices200121.Barberis.Shleifer.VishnyAmodelofinvestorsentiment199822.DanielKent.DavidHirshleifer.AvanidharSubrahmanyamInvestorPsychologyandSecurityMarketUnder-andOver-reactions199823.HongH.SteinJAunifiedtheoryofundereaction,momentumtrading,andoverreactioninassetmarkets1999(06)24.ShefrinH.StatmanLBehavioralcapitalassetpricingtheory199425.CampbellJY.ASKyleSmartmoney,noisetradingandstockpricebehavior199326.ShleiferA.RobertWVTheLimitsofArbitrage1997(52)27.秦学志金融工程原理与应用研究200528.DeBondtW.ThalerRFinancialdecision-makinginmarketsandfirms:Abehavioralperspective1995(02)29.KyleA.WangASpeculationDuopolywithAgreementtoDisagree:CanOverconfidenceSurvivetheMarketTest?1997(05)30.OdeanTVolume,volatility,price,andprofitwhenalltradersareaboveaverage1998(05)31.GervaisS.OdeanTLearningtobeoverconfident2001(01)32.DanielKD.HirshleiferD.SubrahmanyamACovariancerisk,mispricing,andthecrosssectionofsecurityreturns200133.程兵.梁衡义过度自信、过度悲观与均衡资产定价[期刊论文]-管理评论2004(11)34.朱少醒行为金融理论框架下的金融市场微观结构研究[学位论文]博士200035.秦学志基于博弈和Lotka-Voterra生物竞争机制的资产定价方法[期刊论文]-系统工程理论与实践2003(9)36.朱宝军.吴冲锋异质投资者与资产定价:一个新的资本资产定价模型[期刊论文]-数量经济技术经济研究2005(6)37.张华庆基于行为金融学的证券投资行为研究[学位论文]硕士200338.江晓东投资者过度自信理论与实证研究综述[期刊论文]-外国经济与管理2005(9)39.薛斐过度自信理论及其对金融市场的影响[期刊论文]-当代经济管理2005(3)40.俞雪飞.汪温泉.潘德惠非有效证券市场庄家控股模型[期刊论文]-系统工程学报2003(4)41.LaffontJ.MaskinESTheefficientmarkethypothesisandinsidertradingonthestockmarket1990(01)本文读者也读过(2条)1.曹宇锐基于行为金融学视角的证券投资策略分析[期刊论文]-金融经济2006(1)2.包桂芝过度自信心理研究及中国股市过度反应检验[学位论文]2007本文链接：