摘要
投资金融学的主流范式是线性思维模式 ,它建立在有效市场等假定基础之上 ,以各种数量化的资本资产定价模型为主线。对主流理论的批评和新的更为广义的非线性范式的探索 ,可能构造资本市场理论的新兴框架。分形、混沌理论的运用将对投资金融学产生深远的影响。了解这一动向有益于我国资本市场的理论研究和实践。
The mainstream pattern of the investment finance is the linear thought model which is based on the hypothesis of an efficient market with various quantitative asset pricing models as the thread. A criticism on the mainstream theory and a research on the non-linear model will help shape a new theory of capital market. An application of the Fractal Geometry Theory and the Complexity Theory will exert great influence on investment finance.
出处
《经济经纬》
北大核心
2002年第2期56-59,共4页
Economic Survey
关键词
资本市场
主流理论
新范式
capital market
mainstream theory
new pattern
