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金融市场均衡理论评述

A Review of the Theory of Market Equilibrium
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摘要 现代金融理论的重要理论基础之一是均衡理论。但金融市场是典型的非对称信息市场,且经常处于非均衡状态。于是,为适应这种变化,应用于金融市场的均衡理论也由一般均衡理论发展为不完备资产市场一般均衡理论、理性预期均衡理论和博弈均衡理论。 Equilibrium theory is one of the important pillars of modern Financial Theory.Capital market is characterized by asymmetric market information,and is often in a disequilibrium state.Therefore,to adapt to such changes,equilibrium theory as applied to the capital market is developed from General Equilibrium Theory to General Equilibrium Theory for incomplete market,Rational Expectation Equilibrium and Nash Equilibrium Theory.
作者 邹辉文
出处 《福州大学学报(哲学社会科学版)》 CSSCI 2006年第3期31-37,共7页 Journal of Fuzhou University(Philosophy and Social Sciences)
基金 中国博士后科学基金项目(2003034280) 江西省自然科学基金项目(0511006)
关键词 一般均衡理论 不完备资产市场 理性预期均衡 博弈均衡 General Equilibrium Theory incomplete market Rational Expectation Equilibrium Nash Equilibrium
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参考文献65

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