- ノーベル経済学賞
605 ：名無しさん＠お腹いっぱい。[]：2013/10/17(木) 16:01:28.09 ID:3z/OifPd - 金融市場の計量を専門に研究している人は，今回の3名の受賞を違和感なく受け入れているのでは？
Eugene F. Fama: awarded for the improvement of the Capital Asset Pricing Model (CAPM) and for some significant results obtained
by using the improved models in empirical research on financial markets.
Robert J. Shiller: awarded for the development of the Consumption Capital Asset Pricing Model (CCAPM), for the improvement
of the model by utilizing fruits from the discipline of behavioral economics or behavioral finance, and for some significant results
obtained by using the improved models in empirical research on financial markets.
Lars Peter Hansen: awarded for the development of the Generalized Method of Moments (GMM) and for some significant results obtained
by applying the method to the evaluation of the performance of a variety of modified CCAPM's in empirical research on financial markets.
Shillerの場合は，行動ファイナンスを発展させたという点よりも，行動経済学から得られた成果（仮説）をCCAPMに導入したという点の方が評価されているような．．．
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