【摘要】 从人的有限理性角度研究了机构投资者的投资组合决策问题．基于Multi-Agent构建了多心理账户情景下,机构投资者的两级行为投资组合模型；并且,利用两状态Markov链和管理熵函数描述了该模型中的关键参数；仿真算法释例验证了该模型能够逼近实际决策情景．更多还原

【Abstract】 From views of people bounded rational,it’s studied portfolio decision-making issues of institutional investors.Under multiple mental accounts,it’s formed the bi-level be- havioral portfolio model of institutional investors with Multi-Agent.Crucial parameters of this model are described with a two-state Markov chain and a management entropy function.Simulation algorithm case images approximately actual scenes.更多还原