首都经济贸易大学学报Issue(2):25-31,7.
金融创新产品扩散研究--基于复杂投资者网络
Study of Financial Innovation Diffusing:Based on Complex Investor Networks
摘要
Abstract
By introducing the investment decision making mechanisms of a financial innovation and using the agent-based simulation method,this paper studies the influences of investor network topology structures,in-vestment behavior rationality degree,discrepancies of investor risk preferences and discrepancies of investor“herd effects”on the innovation diffusion.The results show that the more random of investor network linkages are,the fewer the diffusion depth of the innovation will be.The more rational of investment behaviors are,the more diffusion depth of the innovation and the slower the diffusion speed will be.The larger the discrepancies of investor risk preferences and“herd effects”are,the more diffusion depth of the innovation and the faster the diffusion speed will be.At last,some strategies of promoting financial innovations diffusion are proposed.关键词
金融创新产品/扩散/复杂投资者网络/智能体仿真Key words
financial innovation/diffusion/complex investor networks/agent-based simulation分类
管理科学引用本文复制引用
姚爽,黄玮强..金融创新产品扩散研究--基于复杂投资者网络[J].首都经济贸易大学学报,2015,(2):25-31,7.基金项目
国家自然科学基金项目“基于复杂投资者网络的金融创新产品扩散建模及应用研究”(71001022);国家自然科学基金项目“金融创新产品扩散视角下的金融市场交叉关联网络演化及风险传染研究”(71371044);国家自然科学基金项目“基于证据理论的不完全信息综合评价方法与应用研究” ()