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“股票溢价之谜”理论述评 被引量:4

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摘要 传统的跨期优化模型难以解释近一百年来美国股市的实际数据。理论模型的数值模拟和实际数据间的差距在理论上有着各种不同的解释 ,许多研究工作从这些角度出发对理论模型做出了相应改进和发展 ,试图提高模型模拟的准确性。但实证表明 ,这些研究成果只能部分解释模型和实际数据的差距 ,而难以从根本上解释“股票溢价之谜”。
作者 王胜
机构地区 武汉大学商学院
出处 《经济评论》 CSSCI 北大核心 2004年第5期104-107,128,共5页 Economic Review
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