基于计算实验方法的行为金融理论研究综述  

A Review of Researches on Behavioral Finance Theory Based on Computational Experimental Method

作　　者：张维[1,2] 赵帅特[1] 熊熊[1] 张永杰[1] 

机构地区：[1]天津大学管理与经济学部,天津300072 [2]天津财经大学,天津300222

出　　处：《管理评论》2010年第3期3-11,共9页Management Review

基　　金：国家自然科学基金项目(70471062)

摘　　要：本文对行为金融理论研究中新近出现的、以计算实验方法为技术手段的研究进行了述评。文章首先简要地介绍基于计算实验方法的行为金融理论研究的思想基础,进而阐述计算实验方法对于行为金融理论研究的辅助与启发作用。然后,以具体研究为例,通过分类展示了该领域当前的工作进展。再者,结合行为金融理论研究的需要,说明现存的主要不足。最后讨论了未来的可能探索方向。This paper surveys the recently emerging behavioral finance theory researches conducted through computational experiment method. At first,we introduce fundamental thought about this field. Then we emphasize the important assistance of computational experiment method and its heuristic role in studies of behavioral finance theories. Thirdly,a few typical examples are demonstrated via classification to show current development. Next,according to the demand of behavioral finance theory researches,main disadvantages of computational experiment method until now are pointed out. Finally,we discuss possible directions for future exploration.

关 键 词：AGENT 金融市场 仿真 模型 

分 类 号：F830[经济管理—金融学]