摘要
在建立企业经营者与投资者间的信号博弈模型及采用Lotka-Voterra生物竞争模型描述市场多头投资者与空头投资者间在决策和行为方面相互关系的基础上,考察了相应的资产定价问题,给出了企业市场价值的定价公式和3种条件下企业市场价值的均衡值.
By establishing signal game model of firm's manager and investors, and describing the relationship with respect to the decisions and behaviors between the call investors and the put investors with Lotka-Voterra competition model, we analyze the asset pricing problem and present the corresponding calculation formula. The equilibria of firm's market values are also given under three conditions.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2003年第9期56-60,共5页
Systems Engineering-Theory & Practice
基金
国家自然科学基金(70273020)
中国博士后科研基金(第30批)
关键词
信号
博弈
激励
竞争
定价
signal
game
incentive
competition
pricing
