行为组合理论

本文运用行为组合理论，对我国证券市场封闭式基金的折价状况进行了考察，分析了证券投资基金投资风格选择对基金需求的影响及我国证券市场投资者的需求特点和偏好状况。

This article amylases the closed funds ' discount and theirs investment style based on the behavioral portfolio theory and also review the investors ' demand characteristics and preferences situation of our country .

本文指出了传统金融理论对现代投资决策的不足，概括总结了行为金融学主要的理论框架，包括：期望理论、套利限制理论和行为组合理论。

This article had pointed out the deficiency to present investment behavior of the classical financial theory , summarizing the primary theory frame of behavioral finance which includes Prospect Theory , Arbitrage Limited theory and Behavioral Portfolio Theory .

基于行为组合理论的军事装备人力资本教育投资风险评价模型，得出了军方的风险评估公式，突破了常用风险评价方法的局限，可以比较科学的测算和评价教育投资风险。

Military equipment human capital educational investment risk assessment model based on Behavioral Package Theory , getting the risk measure model , breaking the limitations of commonly risk assessment methods , can be more scientific measurement and evaluation of educational investment risks .

基于行为证券组合理论，提出了多心理账户下ISC二级分销网络的机会约束规划模型；

Based on the behavioral portfolio theory , a programming model with chance constrains is proposed for the ISC bi-level distribution network with multiple mental accounts .

旨在通过建立投资者多心理账户权重的确定方法，用以改进传统的行为证券组合理论（BPT）。

It 's studied for improving the traditional behavioral portfolio theory ( BPT ) by dealing with weights of investors ' multiple mental accounts .

在多心理账户条件下，基于行为证券组合理论（BPT）最终建立了一种具有机会约束属性的顾客满意度目标规划模型。

Finally , it 's formed the customers ' satisfaction degree goal programming model with chance constrained attributes based on behavioral portfolio theory with multiple mental accounts .

在Shefrin和Statman行为证券组合理论体系下，提出了一种基于认知风险价值的行为证券组合模型；

With the behavioral portfolio theory of ( Shefrin ) and Statman , a behavioral model based on perceived risk values has been proposed .

基于BSV（Barberis-Shleifer-Vishny）思想建立了一种风险度量模型，据此调整了传统的行为证券组合理论；

It 's formed the risk measurement model based on BSV ( Barberis-Shleifer-Vishny ) ideology , by which the traditional behavioral portfolio theory is adjusted .

还分析了行为资产组合理论中隐含的几个假设。

This paper also analyzes some hypotheses implied in behavioral portfolio models .

行为资产组合理论：理论基础、内容及对异象的解释

Behavioral Portfolio Theory : Theoretical Basis , Content and Its Explanation of Anomalies

算法释例结果表明，相对于传统的行为证券组合理论，该模型更为逼近证券组合决策的实际情景。

Results of arithmetic case show that it 's superior to traditional theories .

行为资产组合理论的基础包括安全第一组合理论和安全、潜力和期望理论。

The theoretical basis of Behavioral Portfolio Theory includes Safety-First Portfolio Theory and SP / A Theory .

行为资产组合理论能够对市场中的一些异象做出合理的解释。

The Behavioral Portfolio Theory can be employed to give a rational explanation of anomalies in the market .

在现有的行为证券组合理论中，所建立的行为证券组合投资决策模型仅具有理论价值，无法应用于组合投资管理实践；

Models in the existing behavioral portfolio theory can 't be applied to portfolio management because of either their idealization or their complexity .

研究提出了各个心理账户下离散随机变量的信息度量方法，以行为证券组合理论为内核进行集成建模，揭示了多心理账户下群体投资决策规则的优化机理。

An information measure approach of discrete random variable under multiple mental account is presented . It 's modeled with behavioral portfolio theory as the core , which reveals the optimization mechanism of group investment decision-making rule under multiple mental accounts .

最后分析了行为金融的几个主要理论模型，分别是期望理论、行为资产定价模型和行为金融组合理论。

I also analyze some important BF models , which are prospect theory , behavioral asset pricing theory and behavioral portfolio theory .

虽然由于行为金融学本身的涉及到人类心理与行为研究的难度，存在很多问题，但从20世纪80年代起，随着期望理论及行为组合理论的提出，行为金融学已经获得长足的发展。

The Behavioral Finance involves human psychology and behavior , which is somehow a field with much uncertainty . But with the development of Expectation Theory and Behavioral Portfolio Theory , the Behavioral Finance has made great progress despite those difficulties .