以信息熵为基础,提出了理性投资者的认知风险度量模型和过度自信心理的投资者的认知风险度量模型。在已知认知概率分布的条件下,分析了投资者的认知风险,结果表明:理性投资者的认知风险具有一致性,而过度自信投资者的认知风险比理性投资者的认知风险小,并且过度自信程度和认知风险为负相关关系。
Using Shannon's entropy, a rational perceived risk measuring model and an overconfidence perceived risk measuring model are presented. Based on investors' perceived probability distribution, the risk perception of investors is analyzed. The results show that the rational perceived risk is of a complete agreement among rational investors, the overconfidence perceived risk is smaller than the rational perceived risk, and the correlation between the degrees of Overconfidence and perceived risk is negative.