基于博弈论视角论资产证券化基础资产选择

资产证券化作为创新型的金融工具近年来在金融领域取得了巨大发展。资产证券化产品是一把"双刃剑",在规避风险的同时,也会创造出更大的风险。从博弈论的角度出发,通过博弈模型的构建、模型的求解,研究在资产证券化构建过程中基础资产选择发行的比例问题。通过研究发现:只有投资人与发行人选择相同策略,双方收益才会最大。

Asset securitization has made great progress in the financial sector in recent years. Asset seouritization will make large risk in the risk - averse at the same time. From the perspective of game theory , construction of the model , model solution, model halanced of economic implications, this paper builds the basis of the ratio of assets by studying the process of asset seeuritization . The result is only the investor and the issuer choose the same strategy, the two sides will the greatest return.