| 基于计算实验金融方法的决策偏好比较研究 |
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| 引用本文： | 张海峰,邹高峰.基于计算实验金融方法的决策偏好比较研究[J].广东金融学院学报,2011(5). |
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| 作者姓名： | 张海峰 邹高峰 |
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| 作者单位： | 天津大学管理与经济学部; |
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| 基金项目： | 国家自然科学基金项目(71001077) |
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| 摘 要： | 风险决策偏好表征着个体在面对不确定条件或具有风险时的决策态度,不同的偏好特征以效用函数为载体,外在地表现为个体具体所运用的投资策略。风险决策机制的深入理解以及基于不同决策偏好的策略比较分析对投资者的投资决策具有重要意义。通过运用计算实验金融方法对传统决策偏好以及前景理论进行多角度的比较分析,研究发现基于前景理论构造的投资策略相比传统决策偏好具有较大的优势,对于投资者本身来说是一个最佳的策略选择。
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| 关 键 词： | 风险决策理论 前景理论 计算实验金融 投资策略 |
The Comparison Analysis of Different Decision Preferences Based on ACF Method |
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| Zhang Haifeng , Zou Gaofeng.The Comparison Analysis of Different Decision Preferences Based on ACF Method[J].Journal of Guangdong University of Finance,2011(5). |
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| Authors: | Zhang Haifeng Zou Gaofeng |
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| Institution: | Zhang Haifeng and Zou Gaofeng(School of Management,Tianjin University,Tianjin 300072,China) |
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| Abstract: | Risk decision preference stands for the risk attitude under some uncertain conditions or when risky,which exteriorly exhibit investment strategy of investors through the utility functions.It is of great significance for the investors to have a better understanding of risk decision-making mechanism and comparative analysis of the investment decision.Through multi-angle comparison between traditional decision preferences and prospect theory with Agent-based Computational Finance(ACF),it is concluded that the ... |
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| Keywords: | risk decision theory prospect theory ACF investment strategy |
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