| 不完全信号时内部交易 |
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| 引用本文： | 肖凯,周永辉.不完全信号时内部交易[J].渝州大学学报(自然科学版),2014(2):50-55. |
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| 作者姓名： | 肖凯 周永辉 |
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| 作者单位： | 贵州师范大学数学与计算机学院,贵阳550001 |
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| 基金项目： | 国家自然科学基金（11161011）. |
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| 摘 要： | 在假设内部交易者均收到不完全信号的基础上,对该信号在交易市场中所产生的影响进行了研究；在内部交易者进行多次交易时,模型以Schimidt正交化为研究方法、以标准Cournot双寡头模型为指导思想；进而得到风险资产市场上的均衡解及相关结论.
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| 关 键 词： | 内部交易者 噪声交易者 正交化技巧 不完全信号 |
Insider Trading with Incomplete Signal |
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| XIAO Kai,ZHOU Yong-hui.Insider Trading with Incomplete Signal[J].Journal of Yuzhou University(Natural Sciences Edition),2014(2):50-55. |
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| Authors: | XIAO Kai ZHOU Yong-hui |
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| Institution: | ( School of Mathematics and Computer, Guizhou Normal University, Guiyang 550001, China) |
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| Abstract: | Based on that all insider traders receive inc, omplete signal, this paper studies the influence of this signal on trading market, then obtains equilibrium solution and the related conclusion of risk assets in the market by modeling based on Schimidt orthogonalization method and by taking standard Cournot duopoly model as the guiding idea when insider traders conduct multi-time trade. |
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| Keywords: | insider trader noise trader orthogonalization technique incomplete signal |
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