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dc.contributor.advisor任宇
dc.contributor.author邹一恒
dc.date.accessioned2017-06-20T08:41:17Z
dc.date.available2017-06-20T08:41:17Z
dc.date.issued2016-07-11
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/134114
dc.description.abstract本文研究了资本主义精神对股权溢价之谜的解释能力。在引言部分对股权溢价之谜从实证和理论的角度进行了回顾,揭示了它之所以成为一个重要问题的原因。接着引入本文模型的重要因素\raisebox{0.5mm}{------}资本主义精神,并进行了详细的文献综述。资本主义精神的观点认为消费者积累财富不仅为了消费,也为了财富所象征的社会地位。基于实际数据的经验研究表明,股权溢价和个人财富增长率有非常紧密的联系,为本文的理论提供了实证基础。本文所建立的基于消费的资产定价模型很好地结合了财富因素作为社会地位的代理变量,通过把财富增长率融入随机折现因子,在欧拉方程中将所有的变量都表示为两个状态变量:消费增长率和经...
dc.description.abstractThis paper investigates whether the spirit of capitalism can provide a solution to the equity premium puzzle. By reviewing the puzzle empirically and theoretically in the introduction part, this paper unveils the reason why it is an important conundrum. An elaborate literature review on the spirit of capitalism, the important building block of the model to be developed, is introduced following the...
dc.language.isozh_CN
dc.relation.urihttp://210.34.4.28/opac/openlink.php?strText=51465&doctype=ALL&strSearchType=callno
dc.source.urihttp://210.34.4.13:8080/lunwen/detail.asp?serial=56169
dc.subject资本主义精神
dc.subject股权溢价
dc.subject遗传算法
dc.subjectspirit of capitalism
dc.subjectequity premium
dc.subjectgenetic algorithm
dc.title资本主义精神和股权溢价之谜
dc.title.alternativeSpirit of capitalism and Equity premium puzzle
dc.typethesis
dc.date.replied2016-05-20
dc.description.note学位:经济学硕士
dc.description.note院系专业:王亚南经济研究院_数量经济学
dc.description.note学号:27720131152798


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