| 理性预期、博弈论与有效市场假说--理论基础的同一要义 |
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| 引用本文： | 周隆斌.理性预期、博弈论与有效市场假说--理论基础的同一要义[J].山西财经大学学报,2004,26(2):28-32. |
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| 作者姓名： | 周隆斌 |
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| 作者单位： | 上海交通大学,安泰管理学院,上海,200030 |
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| 摘 要： | 理性预期和博弈论分别从不同的层次分析人的理性和行动，在信息不对称条件下，理性预期均衡与博弈论中的精练Bayesian-Nash均衡相容。就市场整体信息的刻画和度量来看，理性预期与有效市场假说(EMH)也是相容的，而强式有效市场则不可能实现。
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| 关 键 词： | 理性预期均衡 有效市场假说 信息不对称 |
| 文章编号： | 1007-9556(2004)02-0028-05 |
| 修稿时间： | 2004年2月28日 |
Rational Expectation,Game Theory and Efficient Market Hypothesis:The Essences of Theoretic Synthesis |
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| ZHOU Long-bin.Rational Expectation,Game Theory and Efficient Market Hypothesis:The Essences of Theoretic Synthesis[J].Journal of Shanxi Finance and Economics University,2004,26(2):28-32. |
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| Authors: | ZHOU Long-bin |
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| Abstract: | Both the rational expectation and the game theory focus on human's rationality, as well as their actions, from different viewpoint respectively. It makes senses that there should be a theoretical foundation to synthesize them on an equilibrium framework. Under the uncertainty and information asymmetry, REE is consistent to the perfect Bayesian-Nash equilibrium and R.E., game theory and EMH can express essences of theoretic synthesis. |
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| Keywords: | rational expectation equilibrium efficient market hypothesis uncertainty |
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