摘要
建立在一般均衡论和/或无套利均衡论基础上的资产定价方法几乎没有直接考虑资产对企业生产的重要程度。通过综合考察企业所使用资产的影子价格及资产在当前生产周期内的市场价格,确定下一个生产周期内资产的市场均衡价格,并在一定假设下给出了相应的计算公式,从一个侧面反映了资产在企业生产中的重要程度对其价格的影响。
Due to the traditional asset pricing methods based on the general equilibrium theory and/or noarbitrage equilibrium theory seldom take the importance of the asset to enterprise production into consideration, so in this paper, by integratively considering the shadow prices and the market prices of the assets utilized by the enterprises in the current period and under some other hypotheses, we present the formula to determine the assets＇ market equilibrium prices in the next period, which, to some extent, reflects the effect of the importance of the asset to enterprise production on the assets＇ market equilibrium prices.
出处
《系统工程理论方法应用》
北大核心
2006年第4期323-325,共3页
Systems Engineering Theory·Methodology·Applications
基金
国家自然科学基金资助项目(70273020)
大连理工大学学科建设资助项目
上海市教委自然科学基金资助项目(2L829)
关键词
影子价格
资产定价
线性规划
shadow price
asset pricing
linear programming
