耗散结构系统金融理论研究与应用

发布时间：2018-01-10 20:23

本文关键词：耗散结构系统金融理论研究与应用　出处：《山东财经大学》2012年硕士论文　论文类型：学位论文

【摘要】：现代金融理论的假设基础具有局限性，其研究结果与实证检验往往背离，不能对“小市值效应、日历效应、股权溢价之谜”等异常现象作有效解释。行为金融理论对“理性人”假设作了有条件的放松，能够解释异常现象，但同时又增添了现代金融理论所没有的缺陷，如运用心理偏差过于随意等。二者都不能有效地应对当前金融复杂性和非线性问题；同时，现代系统科学理论的发展给人们带来了非线性的、非还原论和非决定论的思维方式，为金融理论的创新提供了条件；而在后金融危机时代，复杂多变的经济形势也要求和呼唤金融理论的创新。因此，论文以系统科学中的耗散结构理论为基础，结合热力学、生态学、信息论等相关内容，构建了耗散结构系统金融理论的基本框架和体系，并初步应用该理论进行金融研究，取得了有益的成果，是金融理论创新的一个重要内容，不仅具有较高的理论价值，也具有重要的现实意义。全文共分为5章。第1章为绪论，阐述了全文的选题背景和意义，介绍了文章的研究方法、研究对象、主要内容和创新点。第2章回顾总结国内外学者应用耗散结构理论对金融系统进行的相关研究。第3章阐述耗散结构系统金融理论的理论基础。第4章以第3章的理论为基础，构建耗散结构系统金融理论，研究其核心思想、观点和主要内容。第5章将第4章构建的耗散结构系统金融理论与现代金融理论进行比较，并进行了股票市场资产收益率的正态性检验，证明现代金融理论的收益率正态分布的假设与现实情况相背离，最后应用耗散结构系统金融理论的熵值法对银行系统的脆弱性进行评价研究，在此基础上提出相关建议。本文共有以下几点创新:一是首次提出了耗散结构系统金融理论的概念，阐述了耗散结构系统金融理论的核心思想、核心观点；二是系统化构建了耗散结构系统金融理论的理论框架，提高了应用耗散结构系统理论研究金融系统的科学性、系统性；三是应用熵理论对银行系统的脆弱性进行了定量研究，，提出了基于金融熵理论的银行系统稳定性评价体系。
[Abstract]:The foundation of modern finance theory hypothesis has limitations, the research results and empirical tests tend to deviate from the calendar effect, not on the "small cap effect, abnormal phenomenon, the equity premium puzzle" so as to effectively explain. Behavioral finance theory made conditional to relax the assumption of "rational man", to explain the abnormal phenomenon, but at the same time adds no defects of modern finance theory, such as the use of psychological deviation. The two are too casual can not cope with the current financial complexity and nonlinear problems effectively; at the same time, the development of modern system science theory to the people brought a nonlinear, non reductionist and non determinism thinking, provides conditions for the innovation of financial theory; and in the post crisis era, and calls for the innovation of financial theory also requires complex and changeable economic situation. Therefore, based on the theory of dissipative structure in system science As the foundation, combined with thermodynamics, ecology, information theory and other related content, construct the basic framework and system of the financial theory of dissipative structure system, and preliminary application of the theory of financial research, and obtained useful results, is an important content of the innovation of financial theory, not only has a high theoretical value, but also has practical significance important.
This paper is divided into 5 chapters. The first chapter is the introduction, describes the background and significance of the topic, introduces the research methods, the research object, the main content and innovation. The second chapter reviews the related research summary of the financial system of domestic and foreign scholars using the theory of dissipative structure. The third chapter expounds the theoretical basis of financial theory of dissipative the structure of the system. The fourth chapter is based on the theory of the third chapter, construct the financial theory of dissipative structure system, study its core ideas, viewpoints and main content. The fifth chapter will compare the fourth chapter constructs the dissipative structure of financial theory and modern financial theory, and has carried on the normality test of the stock market rate of return on assets. Proof of modern financial theory yields the hypothesis of normal distribution and the actual situation deviates from the entropy method of financial theory of dissipative structure is used to finally evaluate the research on the fragility of the banking system, Some suggestions are made on this basis.
This paper has the following innovations: first put forward the concept of financial theory of dissipative structure system, expounds the core idea, the financial theory of dissipative structure system is the core point of view; two systematic theory framework of financial theory of dissipative structure system, improve the scientific research of the financial system, application of dissipative structure theory system; three is the application of entropy theory into the quantitative research on the vulnerability of the banking system, put forward the evaluation system of the financial stability of the banking system based on entropy theory.

【学位授予单位】：山东财经大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F830;F224

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