| 基于投资者行为的DHS模型研究 |
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| 引用本文： | 李东京,徐云.基于投资者行为的DHS模型研究[J].山西师范大学学报,2010(4). |
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| 作者姓名： | 李东京 徐云 |
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| 作者单位： | 新疆大学数学与系统科学学院; |
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| 基金项目： | 新疆高校科研重点项目(XJEDU2008I09) |
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| 摘 要： | DHS模型较为详细地描述了拥有私有信息和公开信息的两类投资者的自信心理与行为结果的依赖模式,该模型将投资者证券投资过程中的过度自信心理和自我归因偏差心理纳入其中,对大量的市场异常现象进行了解释,本文分析了投资者不同时期受自我归因偏差影响下的自信程度,并给出动态DHS模型的亏损概率.
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| 关 键 词： | 过度自信 自我归因偏差 亏损概率 |
The DHS Model of Investor Confidence Based on Behavioral Consequent |
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| LI Dong-jing,XU Yun.The DHS Model of Investor Confidence Based on Behavioral Consequent[J].Journal of Shanxi Teachers University,2010(4). |
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| Authors: | LI Dong-jing XU Yun |
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| Institution: | LI Dong-jing,XU Yun(College of Mathematics and System Sciences,Xinjiang University,Urumqi 830046,Xinjiang,China) |
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| Abstract: | DHS Model describe two kinds of investor who have private information and open information,and their correlation between confidence psychology and behavior result.This model containes investor's overconfidence psychology and biased self-attribution psychology in the process of invest,and it explaines lots of abnormity phenomenon.In this paper we analyse investor's confidence level which affected by biased self-attribution in different phase and put forward loss probability of dynamic DHS model. |
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| Keywords: | overconfidence biased self-attribution loss probability |
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