| 对风险厌恶型投资者克服逆向选择作用的信贷决策机制分析 |
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| 引用本文： | 金武,王浣尘,董小洪.对风险厌恶型投资者克服逆向选择作用的信贷决策机制分析[J].上海交通大学学报,1996(8). |
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| 作者姓名： | 金武 王浣尘 董小洪 |
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| 摘 要： | 研究了在竞争的信贷市场中，对风险厌恶型投资者克服逆向选择作用的信贷决策机制，提出了这种机制应满足的性质．分析了当投资者的初始财富已构成，或未构成抵押品要求的紧约束两种情形下的信贷决策机制．
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| 关 键 词： | 信贷决策机制 激励相容性 逆向选择 风险厌恶 均值保持展形 |
Credit Decision Mechanism Against Adverse Seletion to Risk-Averse Entrepreneurs |
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| Jin Wu,Wang Huanchen,Dong Xiaohong.Credit Decision Mechanism Against Adverse Seletion to Risk-Averse Entrepreneurs[J].Journal of Shanghai Jiaotong University,1996(8). |
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| Authors: | Jin Wu Wang Huanchen Dong Xiaohong |
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| Institution: | Institute of Systems Engineering |
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| Abstract: | A study is made in this paper of the credit decision mechanism against adverse selection in a competitive market with asymmetric information when entrepreneurs are riskaverse. The properties of such a mechanism are presented. The credit decision mechanism in two cases, that is, where the initial endowment of firms imposes and does not impose a binding constraint on collateral requirements,is investigated. |
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| Keywords: | credit decision mechanism incentive compatibility adverse selection riskaverse mean preserving spread |
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