基金投资问题的信号博弈分析OACHSSCD
Analysis of Fund Investment by Using Signaling Game Theory
基金作为一种投资工具,对于促进我国经济发展有着重要作用。但众多基金公司违规行为的出现,严重阻碍了基金行业的健康发展。针对基金投资中存在的双方信息不对称现象,建立信号博弈模型,深入分析可能出现的三种均衡状态,得出分离均衡是最有效率均衡的结论,基金监管部门和基金投资者应当采取相关措施,促使基金市场实现分离均衡。
As a type of investment tool, fund has an important role in promoting China's economic development. However, many fund irregularities have seriously hindered the healthy development of fund industry. Based on the phenomena of information asymmetry between both parties in fund investment, this paper tries to establish a signaling game model and analyze three kinds of market equilibriums in fund investment. It is found that only separating equilibrium is the m…查看全部>>
韩冰竹;张琳
南京工业大学经济与管理学院,江苏南京211816南京工业大学经济与管理学院,江苏南京211816
经济学
基金投资信息不对称信号博弈均衡模型
fund investmentinformation asymmetrysignaling gameequilibrium model
《南京工业大学学报:社会科学版》 2011 (4)
74-78,5
江苏省教育厅高校哲学社会科学基金项目(08SJD6300026)
评论