| 多心理账户下的群体投资决策规则优化研究 |
| |
| 引用本文： | 姜继娇,杨乃定. 多心理账户下的群体投资决策规则优化研究[J]. 管理工程学报, 2005, 19(4): 126-129 |
| |
| 作者姓名： | 姜继娇 杨乃定 |
| |
| 作者单位： | 西北工业大学管理学院,陕西,西安,710072 |
| |
| 基金项目： | 国家社会科学基金项目(03CJY004);航空科学基金项目(03J53074) |
| |
| 摘 要： | 从决策者有限理性角度,引入行为金融于群体投资决策系统,研究了多心理账户下群体投资决策规则优化问题。研究给出了群体投资决策系统诸多非标准金融实证异象行为的金融解释,并指出了决策者金字塔式心理账户结构;研究提出了各个心理账户下离散随机变量的信息度量方法,以行为证券组合理论为内核进行集成建模,揭示了多心理账户下群体投资决策规则的优化机理。
|
| 关 键 词： | 多心理账户 群体投资决策 行为金融 规则优化 |
| 文章编号： | 1004-6062(2005)04-0126-04 |
| 修稿时间： | 2003-11-20 |
Optimization of Group Investment Decision-making Rule Under MMA |
| |
| JIANG Ji-jiao,YANG Nai-ding. Optimization of Group Investment Decision-making Rule Under MMA[J]. Journal of Industrial Engineering and Engineering Management, 2005, 19(4): 126-129 |
| |
| Authors: | JIANG Ji-jiao YANG Nai-ding |
| |
| Abstract: | From bounded rational view of decision-makers,it's studied the group investment decision-making rule optimization by introducing behavioral finance into group investment decision-making system.It's given the behavioral financial interpretation of many non-standard empirical abnormity phenomean and mental accounts pyramid stucture of decision-makers in group investment decision-making systems.An information measure approach of discrete random variable under multiple mental account is presented.It's modeled with behavioral portfolio theory as the core,which reveals the optimization mechanism of group investment decision-making rule under multiple mental accounts. |
| |
| Keywords: | multiple mental accounts group investment decision-making behavioral finance rule optimization |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
