摘要
借鉴模糊决策理论的满意度概念,从理论上建立外汇储备币种结构选择的一般最优化模型,从实证上模拟在不同隶属函数参数和不同汇率路径假设下的中国外汇储备币种结构,并分析了收益率隶属函数参数和利率对中国外汇储备货币结构的影响。
On the concept of degree of satisfaction from the fuzzy decision theory, the paper establishes a general optimization model of currency composition of foreign reserves. Then empirically it stimulates the currency composition of China＇ s foreign exchange reserves under different membership function parameters and various exchange rate samples, and analyzes the influences of membership function parameters and interest rates on the currency composition of China＇s foreign exchange reserves.
出处
《财经理论与实践》
CSSCI
北大核心
2009年第3期8-13,共6页
The Theory and Practice of Finance and Economics
关键词
外汇储备
币种结构
满意度
购买力平价
Foreign exchange reserves
Currency composition
Degree of satisfaction
Purchasing power parity
