基于寡头博弈的证券交易佣金定价模型及其博弈分析  

Model for Brokerage Commission Pricing of Securities Trading and its Game Analysis

作　　者：焦建玲[1] 魏一鸣[1] 范英[1] 

机构地区：[1]中国科学院科技政策与管理科学研究所,北京100080

出　　处：《数学的实践与认识》2004年第7期29-34,共6页Mathematics in Practice and Theory

基　　金：自然科学与社会科学交叉研究中心资助;国家自然科学基金 ( 70 3 71 0 64)资助

摘　　要：协议佣金制的实施对证券业结构有较大的影响 ,对佣金进行合理的定价将有利于培育证券市场竞争机制 .本文利用寡头博弈理论建立了佣金定价模型 ,并对该模型进行了结果讨论与分析 。The enforcement of negotiated brokerage commission has a big impact on the securities industry. It is beneficial to develop competitive mechanism in stock market by pricing commission reasonably. In this paper we established an oligopoly game model, discussed and analyzed the results of the model, after that several proposes are raised for the management of brokerage industry.

关 键 词：博弈 证券交易 佣金定价模型 协议佣金制 券商 

分 类 号：F224[经济管理—国民经济]