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.
Prom 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 behavioral 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.