%0 Journal Article
%T Risk asset pricing model and its application in the Chinese stock market based on noise traders<br>基于噪音交易者的风险资产定价模型及其应用
%A CHEN Qi-an
%A LAI Qin-yun
%A CHEN Liang
%A ZHANG Yuan
%A <br>陈其安
%A 赖琴云
%A 陈亮
%A 张媛
%J 系统工程理论与实践
%D 2010
%I 
%X Loosening the assumption conditions that dividends of the risk asset is a constant and the dividend change in the noise traders' mind is just a pure normal distribution random process in the DSSW model,this paper sets up the stock market risk asset pricing models under the circumstances that there is only the rational investor and that there exist noise traders in addition to the rational investors respectively,and discusses the effect mechanisms of noise traders on the the stock market risk asset price and...
%K noise trader
%K risk asset pricing
%K DSSW model
%K anomaly phenomenon
%K Chinese stock market<br>噪音交易者
%K 风险资产定价
%K DSSW模型
%K 异常现象
%K 中国股票市场
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=7ACD99789483367038C2F4109CDE2356&yid=140ECF96957D60B2&vid=340AC2BF8E7AB4FD&iid=38B194292C032A66&sid=44FDB9366EDDFA2B&eid=396DD691E964F390&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=1&reference_num=20