摘要
本文对行为金融理论研究中新近出现的、以计算实验方法为技术手段的研究进行了述评。文章首先简要地介绍基于计算实验方法的行为金融理论研究的思想基础,进而阐述计算实验方法对于行为金融理论研究的辅助与启发作用。然后,以具体研究为例,通过分类展示了该领域当前的工作进展。再者,结合行为金融理论研究的需要,说明现存的主要不足。最后讨论了未来的可能探索方向。
This paper surveys the recently emerging behavioral finance theory researches conducted through computational experiment method. At first,we introduce fundamental thought about this field. Then we emphasize the important assistance of computational experiment method and its heuristic role in studies of behavioral finance theories. Thirdly,a few typical examples are demonstrated via classification to show current development. Next,according to the demand of behavioral finance theory researches,main disadvantages of computational experiment method until now are pointed out. Finally,we discuss possible directions for future exploration.
出处
《管理评论》
CSSCI
北大核心
2010年第3期3-11,共9页
Management Review
基金
国家自然科学基金项目(70471062)
