摘要
针对传统CAPM的一些缺陷,给出了考虑到心理账户的行为β值的估计模型,并对该模型和传统CAPM模型各自得到的结果作了比较分析,结果表明,考虑到心理账户的行为β值的估计模型更具有解释能力、更加接近于现实世界。
in the light of the limitations of traditional CAPM, an estimation model of behavior Beta considering mental accounting is presented. Comparisons are carried out on the results from the two models. The results show that the behavior Beta model considering mental accounting has greater explaining ability and is much closer to the real world.
出处
《武汉理工大学学报（信息与管理工程版）》
CAS
2005年第4期272-274,279,共4页
Journal of Wuhan University of Technology：Information & Management Engineering
关键词
心理帐户
资本资产定价模型
行为β值
mental accounting
capital asset pricing model
value of behavior Beta
