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机构坐庄策略的微分对策分析
引用本文:胡一朗.机构坐庄策略的微分对策分析[J].莆田学院学报,2006,13(5):22-25.
作者姓名:胡一朗
作者单位:莆田学院,管理学院,莆田,福建,351100
摘    要:应用微分对策理论,在若干假设前提下,通过建立一个定量模型,对机构坐庄策略进行定量分析。得出的结论是:机构坐庄策略可分为操纵股价和不操纵股价两个阶段。

关 键 词:机构投资者  坐庄策略  微分对策
文章编号:1672-4143(2006)05-0022-04
收稿时间:2006-05-26
修稿时间:2006年5月26日

Differential Game Theory of the Strategy of the Institutional Investor as a Banker
HU Yi-lang.Differential Game Theory of the Strategy of the Institutional Investor as a Banker[J].journal of putian university,2006,13(5):22-25.
Authors:HU Yi-lang
Institution:School of Management, Putian University, Putian 351100, China
Abstract:Using differential game theory and under the some hypothesis,this paper set up a quantitative model to analysis the strategy of the institutional investor as a banker.We have the conclusion that the strategy can be divided into two stages of manipulated and non-manipulated the stock price..
Keywords:institutional investor  banker's strategy  differential game
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