| 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,张屹山.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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| 作者姓名： | 孔灵柱 张屹山 |
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| 作者单位： | 吉林建筑工程学院基础科学部;吉林大学商学院;吉林大学数量经济研究中心 |
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| 基金项目： | 吉林建筑工程学院青年科技发展基金资助项目(J20091049);吉林大学研究生创新基金资助项目20111003 |
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| 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.
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| 关 键 词： | 资源禀赋 博弈 预期 |
The Investor's Game Based on Price Signal under Incomplete Information |
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| KONG Ling -zhu,ZHANG Yi -shan.The Investor's Game Based on Price Signal under Incomplete Information[J].Mathematics in Economics,2011(3):13-16. |
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| Authors: | KONG Ling -zhu ZHANG Yi -shan |
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| Institution: | 1.Department of Basic Sciences,Jilin Architectural and Civil Engineering Institute,Changchun,Jilin 130021,China;2.Center for Quantitative Economics,Jilin University,Changchun,Jilin 130012,China;3.Norman Bethune College of Medicine,Jilin University,Changchun,Jilin 130021,China) |
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| Abstract: | In the financial market, investor＇s expectation can affect market trend, and there is a positive correlation be- tween the resource endowment and the profit of institutional investors. This paper described the game process based price sig- nal＇s transduction between institution and small investors, and built the game model. The economic reality was confirmed by the model＇s results. |
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| Keywords: | resource endowment game theory expectation |
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