资本资产定价理论基础及模型综述

Price Theory Base of Capital Assets and Model Review

叙述了资本资产定价理论的思想脉络和理论基础,并结合已有研究进行了一些分析和思考。从无套利分析入手,阐述了金融资产定价的理论基础,并结合现代金融发展新趋势,分析了资本资产定价模型及其研究进展,以指导下一步的研究。

The paper was expounded the ideological context and theoretical basis of capital asset pricing theory, and analyzed contents by combining with existing research. From no-arbitrage analysis, this paper was expounded theory foundation of fi-nancial asset pricing. Combined with new trend of modern finance development, the paper was analyzed pricing model and research progress of capital asset in order to guide future research.