| 基于模糊决策理论的中国外汇储备币种结构研究 |
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| 引用本文： | 杨胜刚,龙张红.基于模糊决策理论的中国外汇储备币种结构研究[J].财经理论与实践,2009,30(3). |
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| 作者姓名： | 杨胜刚 龙张红 |
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| 作者单位： | 湖南大学,金融学院,湖南,长沙,410079 |
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| 摘 要： | 借鉴模糊决策理论的满意度概念,从理论上建立外汇储备币种结构选择的一般最优化模型,从实证上模拟在不同隶属函数参数和不同汇率路径假设下的中国外汇储备币种结构,并分析了收益率隶属函数参数和利率对中国外汇储备货币结构的影响.
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| 关 键 词： | 外汇储备 币种结构 满意度 购买力平价 |
Analysis of Currency Composition of China's Foreign Exchange Reserves Based on Fuzzy Decision Theory |
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| YANG Sheng-gang,LONG Zhang-hong.Analysis of Currency Composition of China''s Foreign Exchange Reserves Based on Fuzzy Decision Theory[J].The Theory and Practice of Finance and Economics,2009,30(3). |
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| Authors: | YANG Sheng-gang LONG Zhang-hong |
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| Institution: | Finance College;Hunan University;Changsha;Hunan 410079 |
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| Abstract: | On the concept of degree of satisfaction from the fuzzy decision theory,the paper establishes a general optimization model of currency composition of foreign reserves.Then empirically it stimulates the currency composition of China's foreign exchange reserves under different membership function parameters and various exchange rate samples,and analyzes the influences of membership function parameters and interest rates on the currency composition of China's foreign exchange reserves. |
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| Keywords: | Foreign exchange reserves Currency composition Degree of satisfaction Purchasing power parity |
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