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期货市场的大户投资竞争博弈策略分析
引用本文:刘慧宏.期货市场的大户投资竞争博弈策略分析[J].宁波大学学报(理工版),2008,21(1):115-119.
作者姓名:刘慧宏
作者单位:宁波大学商学院,浙江,宁波,315211
摘    要:考虑了投资者之间的相互作用,以博弈论为工具,研究期货市场上的互动式投资策略,并构建了期货市场中大户投资竞争博弈策略分析框架.分析了简单的两大户期货市场和接近现实的多大户期货市场中的投资策略,并特别研究了两大户期货市场中均势市场情况下的不完全信息博弈和多大户期货市场下的逆向操作.

关 键 词:期货  互动式投资策略  竞争博弈  均势市场  逆向操作

Analysis of the Investors' Competition Strategy for Futures Markets
LIU Hui-hong.Analysis of the Investors'''' Competition Strategy for Futures Markets[J].Journal of Ningbo University(Natural Science and Engineering Edition),2008,21(1):115-119.
Authors:LIU Hui-hong
Institution:LIU Hui-hong ( Faculty of Business, Ningbo University, Ningbo 315211, China )
Abstract:Considering the characteristics of zero-sum and investors interaction in the futures market, the interactive strategy of investment is studied, and investor competition tactics is also analyzed. Two large investors and simplified markets are used as the study-cases in the analytic process. In particular, the converse operation is investigated for the two investors with partial information in competition and tie-tie market occupancy.
Keywords:futures  interactive strategy of investment  competition game  equipollence market  converse operation
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