沉没成本约束条件下的最优跨地区投资组合数学分析  

An Optimal Investment Portfolios Model Among Different Regions with Investment Sunk Cost

作　　者：李湛[1] 袁晓玲[1] 杨万平[1] 

机构地区：[1]西安交通大学经济与金融学院,陕西西安710061

出　　处：《数学的实践与认识》2007年第12期19-26,共8页Mathematics in Practice and Theory

基　　金：国家社会科学基金(05BJL057)

摘　　要：对沉没成本约束条件下的最优跨地区投资组合进行研究,并建立了一个包括商品市场和要素市场在内一般均衡的数学模型.模型的基本函数是S-D-S效用函数和C-D生产函数,这保证了本模型具有良好的可扩展性,并得到独到的结论是的沉没成本对投资的影响要大于利息.The paper researches the optimal investment portfolios model among different regions with sunk cost. The model is a general equilibrium model including goods and factors market. We use S-D-S utility function and C-D production function, which ensures the model, could he expend to include more variables. The special conclusion in our model is that investment sunk cost makes greater effect on investment than interest.

关 键 词：投资的沉没成本 跨地区投资 最优投资组合 

分 类 号：F830.59[经济管理—金融学]