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| 信息不对称下金融衍生品市场过度投机成因分析 | |
| 引用本文： | 王江南,叶根发. 信息不对称下金融衍生品市场过度投机成因分析[J]. 价值工程, 2007, 26(2): 160-162 |
| 作者姓名： | 王江南 叶根发 |
| 作者单位： | 东华大学,上海,200240;复旦大学,上海,200240 |
| 摘 要： | 金融衍生品市场应规避由过度投机导致的风险。从信息不对称角度,分析金融衍生品市场中过度投机的成因;并运用加入可选择风险因素的委托-代理简化模型分析指出在信息不对称下,由于缺少代理人约束机制,导致代理人风险成本不变,最终产生过度投机现象。最后,尝试性地提出我国金融衍生品市场风险防范的具体建议。 |
| 关 键 词： | 过度投机 信息不对称 代理人风险成本 金融衍生品市场风险 |
| 文章编号： | 1006-4311（2007）02-0160-03 |
To Analyse on the Causes of Derivatives Excessive Speculation under Asymmetric Information |
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| Wang Jiangnan,Ye Genfa. To Analyse on the Causes of Derivatives Excessive Speculation under Asymmetric Information[J]. Value Engineering, 2007, 26(2): 160-162 | |
| Authors: | Wang Jiangnan Ye Genfa |
| Affiliation: | Donghua University, Shanghai 200240, China ; Fudan University, Shanghai 200240, China |
| Abstract: | Derivative financial market risk caused by the excessive speculation should be prevented. From the view of asymmetry of information,the author uses principal-agent model including alternative risk factor to analysis excessive speculation and the risk caused by it. Finally,the author tries to give some suggests about china derivative financial market. |
| Keywords: | excessive speculation asymmetry of information agents risk cost derivative market risk |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |