复杂金融网络收益率加权和的不变性研究
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引用本文:庾紫林.复杂金融网络收益率加权和的不变性研究[J].经济数学,2011,(4):75-78
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作者单位
庾紫林 (北京外国语大学 国际商学院北京100089) 
中文摘要:对包含两个子网络的复杂金融网络进行了分析,研究了网络中各节点收益率与资金流通量之间的关系.通过建立数学模型,证明了网络中各节点收益率加权和的不变性.
中文关键词:收益率  流通量  微分方程  均衡原理
 
Studies on Invariance of Weighted Sum of Return Rate in Complex Financial Network
Abstract:A complex financial network consisting of two sub-networks was studied by analyzing the relationship between the rate of return and amount of circulating fund at each node in the network. The invariance of the weighted sum of rates of return for each node in the network was proved by establishing a mathematical model.
keywords:rate of return  amount of circulating fund  differential equations  balance principle
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