| 当代西方金融理论的发展 |
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| 引用本文： | 林大辉. 当代西方金融理论的发展[J]. 佛山科学技术学院学报(自然科学版), 1998, 0(1) |
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| 作者姓名： | 林大辉 |
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| 作者单位： | 佛山大学经济管理分院 |
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| 摘 要： | 回顾了当代西方金融理论发展的主要内容和重要应用。评述了阿罗—德布鲁均衡模型、莫迪利亚尼—米勒定理、马科威茨均值方差资产组合分析、夏普—林德纳资本资产定价模型和罗斯套利定价理论，并指出了八十年代以后理论的调整与统一。
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| 关 键 词： | 金融理论 MM定理 资产组合分析 资本资产定价模型 套利定价理论 |
The Development of Contemporary Finance Theory in the Western Countries |
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| Lin Dahui. The Development of Contemporary Finance Theory in the Western Countries[J]. Journal of Foshan University(Natural Science Edition), 1998, 0(1) |
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| Authors: | Lin Dahui |
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| Affiliation: | Lin Dahui * |
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| Abstract: | This paper reviews the main contributions and the important applications of contemporary finance theory in the Western countries. It also discusses the Arrow Debreu Equilibrium model,modigliani miller's Theorem, markowitz's mean variance Portfolio Analysis,Sharpe Lintner's capital Asset Pricing model and Ross's Arbitrage Pricing Theory, and finally points out the theoretical consolidation and unification since 1980s. |
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| Keywords: | Finance Theory modigliani miller's Theorem Portfolio Analysis Capital Asset pricing model Arbtrage Pricing Theory |
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