摘要
回顾了当代西方金融理论发展的主要内容和重要应用。评述了阿罗—德布鲁均衡模型、莫迪利亚尼—米勒定理、马科威茨均值方差资产组合分析、夏普—林德纳资本资产定价模型和罗斯套利定价理论，并指出了八十年代以后理论的调整与统一。
This paper reviews the main contributions and the important applications of contemporary finance theory in the Western countries. It also discusses the Arrow Debreu Equilibrium model,modigliani miller's Theorem, markowitz's mean variance Portfolio Analysis,Sharpe Lintner's capital Asset Pricing model and Ross's Arbitrage Pricing Theory, and finally points out the theoretical consolidation and unification since 1980s.
关键词
金融理论
MM定理
资产组合分析
套利定价理论
Finance Theory, modigliani miller's Theorem, Portfolio Analysis, Capital Asset pricing model, Arbtrage Pricing Theory
