经济危机视角下基于混沌控制的投资风险管理研究

Research on the Investment Risk Management Based on Chaos Control in the View of Economic Crisis

美国的次贷危机引发的全球经济危机,让我们重新审视投资风险管理在金融领域扮演的重要角色,特别对于中国等发展中国家来说,风险管理显得尤为重要,另一方面宏观经济系统普遍存在混沌现象,这种非线性的动力学给予了投资风险管理很大的发展空间,本文在对投资风险管理进行混沌特性分析的基础上,基于房地产市场的投资风险管理进行了混沌控制的实证分析,并对控制变量进行了动态区间分析,最后提出政策建议。

Global economic crisis caused by U.S. sub-prime crisis make us revisit the role of the investment risk management in the financial sector, especially risk management is particularly important in China and other developing countries, while chaos phenomenon is prevalent in macroeconomic system. This non-linear dynamics has given the investment risk management a spacious room to develop. This paper first analyzes the chaos character of investment risk management, and conducts empirical analysis of investment risk management based on real estate sector. Moreover, dynamic sector analysis is done to control variables. Finally, the author puts forward policy proposals accordingly.