机构侵害中小投资者违规监管博弈仿真  

Agencies Violations Small Investors Illegal Regulatory Game Simulation

作　　者：刘硕[1] 王文举[1] 

机构地区：[1]首都经济贸易大学经济学院,北京100070

出　　处：《技术经济与管理研究》2011年第6期3-6,共4页Journal of Technical Economics & Management

基　　金：北京市高等学校人才强教深化计划高层次人才资助项目(PHR20100513);北京市优秀博士学位论文指导教师人文社科项目(YB20091003801)

摘　　要：本文主要对股票市场中机构投资者侵害中小投资者利益这种违规行为的监管进行了博弈分析,并使用基于主体建模的动态仿真方法在Swarm仿真平台上建立了仿真模型,同时进行了仿真实验。研究指出,严厉的事前监管、完善的上市公司管理制度以及更高的监管者素质可以有效地杜绝机构投资者侵害违规行为的出现。本文通过运用经济仿真方法对股票市场具体违规行为监管问题进行研究,将股票市场监管、博弈论与经济仿真这三个研究领域结合在一起,拓展了对股票市场监管的研究手段,在经济学研究中做出了一定有益的探索。This thesis is mainly about a process of building a game analyzing model of the regulation of institutional investors encroaching on small and medium-sized investors’ benefit in stock market and a dynamic simulating experiment of the game analyzing model.According the game analysis and simulation experiments,we know that severe beforehand-regulation and faultless company management and smarter regulator will avoid the encroaching of institutional investors.This thesis studies the regulation problem of the stock market by means of economic simulation,and integrates these three areas,that is,regulation of the stock market,game theory and economic simulation together to extend some new research methods of regulation of stock market.

关 键 词：经济仿真 机构投资者 财富侵占 遗传算法 

分 类 号：F224.0[经济管理—国民经济] F830.9