不完全信息下基于价格信号的投资博奕模型 |
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引用本文:孔灵柱1,2,张屹山3.不完全信息下基于价格信号的投资博奕模型[J].经济数学,2011,(3):13-16 |
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中文摘要:在金融市场中,投资者的预期是决定市场走向的重要因素,而机构投资者的资源禀赋与其市场操纵行为的获利之间往往呈现正相关关系.通过描述机构和散户基于价格信号传递的对策过程,建立了一个博弈模型,模型演绎结果在理论上证实了上述经济现实. |
中文关键词:资源禀赋 博弈 预期 |
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The Investor's Game Based on Price Signal under Incomplete Information |
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Abstract:In the financial market, investor`s expectation can affect market trend, and there is a positive correlation between the resource endowment and the profit of institutional investors. This paper described the game process based price signal`s transduction between institution and small investors, and built the game model. The economic reality was confirmed by the model`s results. |
keywords:resource endowment game theory expectation |
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