南京工业大学学报:社会科学版2011,Vol.10Issue(4):74-78,5.
基金投资问题的信号博弈分析
Analysis of Fund Investment by Using Signaling Game Theory
摘要
Abstract
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 most efficient one and that fund supervision departments and fund investors should take appropriate measures to procure separating equilibrium in fund markets.关键词
基金投资/信息不对称/信号博弈/均衡模型Key words
fund investment/information asymmetry/signaling game/equilibrium model分类
管理科学引用本文复制引用
韩冰竹,张琳..基金投资问题的信号博弈分析[J].南京工业大学学报:社会科学版,2011,10(4):74-78,5.基金项目
江苏省教育厅高校哲学社会科学基金项目 ()