C-CAPM基础

def solve(consumption_growth, asset_return, beta, gamma):
    import numpy as np
    sdf = beta * (consumption_growth ** (-gamma))
    expected_value = np.mean(sdf * asset_return)
    return {"随机贴现因子均值": round(np.mean(sdf), 4), "欧拉方程左边": round(expected_value, 4), "验证结果": "成立" if abs(expected_value - 1) < 0.1 else "不成立"}