| 关于中国股票市场上基金重仓股的博弈分析 |
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| 引用本文： | 黄玮. 关于中国股票市场上基金重仓股的博弈分析[J]. 商业研究, 2005, 0(20): 95-98,130 |
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| 作者姓名： | 黄玮 |
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| 作者单位： | 福州大学,管理学院,福建,福州,350002 |
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| 摘 要： | 证券投资基金在我国股票市场中的地位越来越重要,基金重仓的股票越来越受到投资者的关注。通过建立一个二级市场中基金与个人投资者在基金重仓股上的不完全信息动态博弈模型,用于解释基金与个人投资者在股票市场上的投资和投机行为,并根据模型的分析提出促进中国股票市场长期健康、有序发展的建议。
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| 关 键 词： | 证券投资基金 个人投资者 博弈 重仓股票 |
| 文章编号： | 1001-148X（2005）20-0095-04 |
| 收稿时间： | 2004-06-22 |
| 修稿时间： | 2004-06-22 |
A Game Analysis of Stocks Heavily Held by Security Funds in China''''s Stock Markets |
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| HUANG Wei. A Game Analysis of Stocks Heavily Held by Security Funds in China''''s Stock Markets[J]. Commercial Research, 2005, 0(20): 95-98,130 |
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| Authors: | HUANG Wei |
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| Affiliation: | College of Management, Fuzhou University, Fuzhou, Fujian 350002, China |
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| Abstract: | Security funds are playing more and more important role in China's stock markets,and investors pay more attention to the stocks heavily held by security funds.This paper sets up an imperfect information multiply periods dynamic game model between individual investor and security funds to explain the investment or speculation behavior in China's secondary stock market.Based on the analysis,the paper raises some suggestions to promote the longterm healthy and orderly development of China's stock markets. |
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| Keywords: | security funds individual investor game heavily holding shares |
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