| 实物期权博弈投资战略分析的理论及应用研究 |
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| 引用本文： | 韩款,石善冲. 实物期权博弈投资战略分析的理论及应用研究[J]. 北京理工大学学报(社会科学版), 2006, 8(1): 52-54 |
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| 作者姓名： | 韩款 石善冲 |
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| 作者单位： | 河北经贸大学,石家庄,050061;天津大学,天津,300072 |
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| 摘 要： | 在借鉴国内外相关研究成果的基础上,将实物期权和博弈论相结合,提出了以实物期权、博弈论和传统资本预算理论为基础的期权博弈投资战略分析的理论框架,总结出期权博弈投资战略分析的主要工具有基于不确定条件下的动态最优化理论,主要是确定最优投资时机的最优停止理论;在竞争环境下确定均衡战略的时机博弈理论,指出最优停止、时机博弈、随机分析等是期权博弈投资战略分析的基本工具。最后提出了实物期权和期权博弈投资战略分析的应用思路和步骤。
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| 关 键 词： | 实物期权 投资战略 博弈论 期权博弈 |
| 文章编号： | 1009-3370(2006)01-0052-03 |
| 收稿时间： | 2005-04-15 |
| 修稿时间： | 2005-04-15 |
Study of Theory Framework and Application Thinking of Real Options Game on the Analysis of Investment Strategy |
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| HAN kuan and SHI Shan-chong. Study of Theory Framework and Application Thinking of Real Options Game on the Analysis of Investment Strategy[J]. Journal of Beijing Institute of Technology(Social Sciences Edition), 2006, 8(1): 52-54 |
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| Authors: | HAN kuan and SHI Shan-chong |
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| Affiliation: | 1.Hebei University of Economics and Business,Shijiazhuang,0500612.Tianjin University,Tianjin,300072 |
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| Abstract: | Based on the relevant results of research in the field,this thesis combines organically the real options theory and the game theory,and proposes the investment strategy framework based on option games theory,real options,game theory and the traditional capital budget theory.The paper points out that the optimal stopping theory and timing game theory are the basic tools of option games for investment strategy analysis.Finally,it raises the basic thinking and the essential running processes of the option game theory and the real options in the investment strategic application. |
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| Keywords: | real options investment strategy game theory option games |
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