| 过滤准则下基金经理跳槽的进化博弈分析 |
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| 引用本文： | 张永鹏. 过滤准则下基金经理跳槽的进化博弈分析[J]. 哈尔滨工业大学学报, 2009, 41(2): 236-238 |
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| 作者姓名： | 张永鹏 |
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| 作者单位： | 重庆工商大学,长江上游经济研究中心,重庆,400067;重庆大学,工商管理博士后流动站,重庆,400067 |
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| 摘 要： | 为了防止基金经理人的频繁跳槽对于基金持有人的利益以及基金公司的经营风格等造成不利影响,结合进化博弈论与行为金融学的有关动量交易策略(momentum trading strategy)的过滤准则观点建立模型—即只有当私募基金给基金经理提供的待遇与公募基金提供的待遇之差大于某一个正值时,才会诱使公募基金的经理跳槽到私募基金.通过模型对基金经理的跳槽行为进行了分析,并根据模型得出增加基金经理的激励、提高基金经理的跳槽成本限制基金经理频繁跳槽的一些措施.
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| 关 键 词： | 进化博弈 证券市场 基金管理者 跳槽 |
Evolutionary game analysis on job-hopping of fund managers under filter rules |
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| ZHANG Yong-peng. Evolutionary game analysis on job-hopping of fund managers under filter rules[J]. Journal of Harbin Institute of Technology, 2009, 41(2): 236-238 |
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| Authors: | ZHANG Yong-peng |
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| Affiliation: | ZHANG Yong-peng1,2(1.Reseach Center of the Economy of the Upper Reaches of Yangtz River,Chongqing Technology and Business University,Chongqing 400067,China;2.College of Economics and Business Administration,Chongqing University,Chongqing 400067,China) |
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| Abstract: | In order to prevent the frequent job-hopping of fund managers from harming the fund possessors’ benefit as well as the fund company’s management style,this article builds a model by using the evolutionary game theory and the behavior finance related to momentum trading strategy.This model holds such a viewpoint that only when the welfare provided by privately offered fund is better than that provided by public offering of fund with a certain value for fund managers,can it lure fund managers to change jobs from the public offering of fund to the privately offered fund. |
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| Keywords: | evolutionary game stock market fund manager job-hopping |
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