摘要
资产证券化是近20年来,最重要的金融创新之一,信贷资产证券化中的资产选择存在着投资风险。将博弈论分析方法应用于信贷资产的选择上,建立信贷资产选择的混合策略纳什均衡模型,在给定的信息结构下,当不同决策主体进行决策时,为实现风险-效益最大化提供科学的方法。
Over the past twenty years, one of the most important finance innovations is the securitisation of assets. There are investment risks of the portfolio selection in the securitisation of credit assets. This paper analyzes the selection of credit assets with game theory so as to establish a Nash Equilibrium mode of the mix strategy. Given the information structure, the mode will provide a Scientific method of realizing the maximization of risk - benefit for different decision makers.
出处
《商业研究》
北大核心
2007年第2期58-59,共2页
Commercial Research
关键词
资产证券化
博弈论
资产池
assets securitisation
game theory
assets pool
