理解噪音交易者模型

• 缘起

  r1提到噪音交易者模型提出smart-mony和nosie构成交易主体.

• 噪音交易者模型

  • Robert Shiller - Noise Trader Model

    Robert Shiller 1984, Stock prices and Social Dynamics

  • DeLong、Shleifer、Summers和Waldmann - DSSW

• Reference

1. 写在当越来越多的人谈论价值投资时……
2. 陈实_谦璞投资
3. 听 Richard Thaler 讲行为金融学的知识框架
4. Nicholas C. Barberis
5. A Survey of Behavioral Finance
6. Psychology-based Models of Asset Prices and Trading Volume