| 证券投资基金管理人选择中的信号传递博弈 |
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| 引用本文： | 刘慧宏,糜仲春. 证券投资基金管理人选择中的信号传递博弈[J]. 运筹与管理, 2004, 13(2): 108-112 |
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| 作者姓名： | 刘慧宏 糜仲春 |
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| 作者单位： | 中国科技大学,商学院,安徽,合肥,230026 |
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| 摘 要： | 本文通过对证券投资基金这种资金运作方式的分析和研究,结合信号传递博弈模型,提出一种对资金管理人投资能力的评估方法.主要分析基金管理人的努力成本对最后投资能力评估结果的影响,为投资人选择基金管理人提供新的思路,也为基金管理人争取融资成功提供一定的帮助.
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| 关 键 词： | 证券投资基金 委托-代理关系 信号传递博弈 价值评估 分离均衡 |
| 文章编号： | 1007-3221(2004)02-0108-05 |
| 修稿时间： | 2003-04-17 |
A Signaling Games Model for Choice of Stock Investment Fund Manager |
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| LIU Hui-hong,MI Zhong-chun. A Signaling Games Model for Choice of Stock Investment Fund Manager[J]. Operations Research and Management Science, 2004, 13(2): 108-112 |
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| Authors: | LIU Hui-hong MI Zhong-chun |
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| Abstract: | In this article, on the base of analysis and research of the stock investment fund, by means of signaling games model, we suggest a method to valuate the investment capability of the manager of investment fund. We analyze the influence of the endeavor cost to the valuation. The results provide suggestions to the investor's choice of the manager and provide assistance to the manager for financing. |
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| Keywords: | stock investment fund client-agent relationship signaling games valuation separating equilibrium |
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