| 非对称信息条件下股市博弈模型 |
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| 引用本文： | 江孝感,吴清烈,韩勇,蒋尚华,成国平. 非对称信息条件下股市博弈模型[J]. 系统工程理论与实践, 2001, 21(8): 24-28. DOI: 10.12011/1000-6788(2001)8-24 |
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| 作者姓名： | 江孝感 吴清烈 韩勇 蒋尚华 成国平 |
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| 作者单位： | (1)东南大学经济管理学院;(2)江苏证券有限公司 |
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| 基金项目： | 国家自然科学基金(79800016) |
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| 摘 要： | 分析了机构主力与散户在股市的交易行为和博弈过程 .在此基础上 ,建立了反映机构主力与散户博弈过程的支付函数 ,验证了支付函数与交易行为的数量关系 ,指出了股市制度创新的思路.
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| 关 键 词： | 非对称信息 博弈过程 支付函数 |
| 文章编号： | 1000-6788(2001)08-0024-05 |
| 修稿时间： | 1999-12-16 |
Stock Market Game Model under Asymetrical Information |
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| JIANG Xiao|gan ,WU Qing|lie ,HAN Yong ,JIANG Shang|hua ,CHENG Guo|ping. Stock Market Game Model under Asymetrical Information[J]. Systems Engineering —Theory & Practice, 2001, 21(8): 24-28. DOI: 10.12011/1000-6788(2001)8-24 |
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| Authors: | JIANG Xiao|gan WU Qing|lie HAN Yong JIANG Shang|hua CHENG Guo|ping |
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| Affiliation: | (1) School of Economics & Management,Southeast University; (2)Jiangsu Securities Corporation Ltd |
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| Abstract: | This paper analyzes the bargainning behavior and game process of institutional main forces and common members in the stock market, on the basis of which, the cost function decribing the game process of the institutional main forces and common members is constructed. Then we confirm the quantitative relation between the cost function and the bargainning behavior and propose the way through which the institution of stock market can be remade. |
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| Keywords: | asymetrical information game process cost function |
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