【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.更多还原

【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.更多还原