| 企业内部资产的定价理论研究 |
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| 引用本文： | 闫菁,杜漫.企业内部资产的定价理论研究[J].湖北师范学院学报(自然科学版),2007,27(3):24-26. |
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| 作者姓名： | 闫菁 杜漫 |
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| 作者单位： | 黄石理工学院,湖北,黄石,435000 |
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| 摘 要： | 先研究了企业内部资产的风险特征,接着用Shapely值表示了企业内部资产的相对风险贡献,并对内部资产中资产风险与预期报酬进行均衡分析,给出了在市场均衡和企业资产一体化条件下,最优资产配置中资产的预期报酬、纯讨价还价资产报酬,和内部资产预期报酬,以及资产的Shapely值之间的均衡关系。
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| 关 键 词： | 企业内部资产 定价 Shapely值 |
| 文章编号： | 1009-2714（2007）03-0024-03 |
| 修稿时间： | 2007-02-15 |
Pricing model of integrated assets in a firm |
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| YAN Jing,DU Man.Pricing model of integrated assets in a firm[J].Journal of Hubei Normal University(Natural Science),2007,27(3):24-26. |
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| Authors: | YAN Jing DU Man |
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| Institution: | Huangshi Institute of Technology, Huangshi 435000, China |
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| Abstract: | The paper first researches the risk characteristics of integrated assets and then denotes the marginal contribution of integrated assets in a firm by the Shapely value,and makes the equilibrium analysis on the risk of integrated assets and expected return.Under the conditions of market equilibrium and assets integration,we give the tradeoff relationship between the expected return of optimal assets allocation,return of the pure bargaining assets and the Shapely value of assets. |
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| Keywords: | integrated assets in a firm pricing shapely value |
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