不同市场结构下的金融创新决策与均衡模型

不同市场结构下的金融创新决策与均衡模型作者：钱燕翔学位授予单位：东华大学参考文献(58条)1.SchererEM.DRossIndustrialMarketStructureandEconomicPerformance19902.LevineRFinancialdevelopmentandeconomicgowth:Viewsandagenda19973.BorehamGEFinancialinnovationincanada.SeriesNumber46A19844.RossSAInstitutionalmarkets,financialmarketing,andfinancialinnovation19895.AllenE.DGaleOptimalsecuritydesign19896.AllenE.DGaleIncompletemarketsandtheincentivestosetupanoptionexchange19907.AllenF.DGaleArbitrage,shortsalesandfinancialinnovation19918.DuffleD.RRahiFinancialmarketinnovationandsecuritydesign:anintro-cduction19959.ElulRWelfareeffectsoffinancialinnovationinincompletemarketseconomieswithseveralconsumptiongoods199510.ChenZFinancialinnovationandarbitragepricinginfrictionaleconomies199511.PesendorferWFinancialinnovationinageneralequilibriummodel199512.RahiROptimalincompletemarketswithasymmetricinformation199513.OhasshiKEndogenousdeterminationofthedegreeofmarketincompletenessinfuturesinnovation199514.BhattacharyaU.PReny.MSpiegelDestructiveinterferenceinanimperfectlycompetitivemulti-securitymarket199515.DemangeG.GLaroqueOptimalityofincompletemarkets199516.HaraCOnthecommissionrevenuemaximizationinageneralequilibriummodelofassetcreation199517.AndersonRW.CJHarrisAmodelofinnovationwithapplicationtonewfinancialproducts198618.KapadiaN.MPaulFinancialinnovationunderuncentainty199519.MolyneuxP.NShamroukhFinancialInnovation199920.BlackF.MScholesThepricingofoptionsandcorporateliabilities197321.CoxJ.CStephen.ARossOptionpricing:Asimplifiedapproach197922.MyersSDeterminatesofcorporateborrowing197723.KulatilakaN.AJMarcusGeneralformulationofcorporaterealoptions198824.TrigeorgisL.SPMasonValuingmanagerialflexibility198725.KulatilakaN.AJMarcusProjectvaluationunderuncertainty:Whendoesdcffail?199226.DixitAK.RSPindyckInvestmentunderUncertainty199427.SmithJE.KFMcCardleValuatingoilproperties:Integratingoptionpricinganddecisionanalysisapproaches199828.BrennanMJ.ESSchwartzFinitedifferencemethodsandjumpprocessarisinginthepricingofcontingentclaims:Asynthesis197829.TrigeorisLRealOptions-ManagerialFlexibility.andStrategyinResourceAlloca-tion199630.NelsonDB.KRamaswamySimplebinomialprocessesasdiffusionapproxi-mationsinfinancialmodels1990(03)31.KamradB.PRitchkenMultinomialapproximatingmodelsforoptionswithkstatevariables1991(12)32.BrennanMJ.ESSchwartzAnewapproachtoevaluatingnaturalresourceinvestment198533.QuiggLOptionallanddevelopment199534.AggarwalRJustifyinginvestmentsinflexiblemanufacturingtechnology199135.KulatilakaN.LTrigeorgisThegeneralflexibilitytoswitch:Realoptionsrevisited199436.SingTFOptimaltimingofarealestatedevelopmentunderuncertainty2000(01)37.MajdS.RPindyckTimetobuild,optionvalue,andinvestmentdecisions198738.SingTETimetobuildoptionsinconstructingprocess2002(02)39.GrenadierSRStrategicexerciseofoptions:Developmentcascadesandoverbuild-inginrealestatemarkets1996(05)40.QianYan-xiangOptimaltimingandintensityofirriversibleinvestment:Thecaseofrealestate200541.ChungK.CCharoenwongInvestmentoptions,assetinplace,andtheriskofstocks199142.KelloggD.JMCharlesRealoptionsvaluationforabiotechnologycompany200043.GrenadierSR.AMWeissInvestmentintechnologicalinnovations:Anoptionpricingapproach1997(03)44.DoraszelskiUInnovations,improvements,andtheoptimaladoptionofnewtech-nologies2004(07)45.SmetsEExportingversusfdi:Theeffectsofuncertainty,irreversibilitiesandstrate-gicinteractions199146.LambrechtB.WPerraudinOptiongames199447.LambrechtB.WPerraudinRealoptionandpreemption199648.HuismanKJM.RMKortEffectsofstrategicinteractionsontheoptionvalueofwaiting199949.HuismanKJMTechnologyInvestment:AGameTheoreticRealOptionsAp-proach200150.PawlinaG.PMKortRealoptionsinanasymmetricduopoly:Whobenefitsfromyourcompetitivedisadvantage200251.GrenadierSROptionexercisegames:Anapplicationtotheequilibriuminvest-mentstrategiesoffirms200252.MertonRCFinancialinnovationandeconomicperformance1992(04)53.SchumpeterJATheTheoryofEconomicDevelopment193454.CampbellTMoneyandCapitalMarkets198855.McDonaldR.DSiegelThevalueofwaitingtoinvest198656.PetruzziC.DValleM.SJudlowePatentandcopyrightprotectionforinno-vationsinfinance198857.AllenE.DGaleFinancialInnovationandRiskSharing199458.LeahyJVInvestmentincompetitiveequilibrium:Theoptimalityofmyopicbe-havior1993相似文献(10条)1.期刊论文陆磊.LuLei治理结构与市场结构:一个金融创新的制度视角-广东金融学院学报2006,21(2)金融创新是商业银行通过实现规模经济和范围经济,获得超额利润的必由之路,但是只有在健全的法人治理结构(总行与分支机构间信息对称、监督有效)下,商业银行才有创新的动力;即使商业银行存在创新的内部激励,在当前商业银行寡头市场条件下的资金上存机制会削弱其创新积极性;商业银行金融创新必须立足于改革内外激励机制,实现可持续发展.2.学位论文游小萍我国银行业市场结构问题研究2009银行业作为现代经济运行的枢纽，在国民经济中居于重要地位。改革开放以来，我国银行业的产权结构、业务模式、竞争手段、管理机制发生了深刻变革。随着国内经济、行业内竞争和经济全球化的进一步发展演变，我国银行业的市场结构仍将发生重大变化。立足现实，着眼未来，汲取当前国际金融危机的教训，客观评价和分析当下中国银行业的产业组织结构、竞争态势，采取正确的产业组织政策，规范引导众多类型的银行业态和其竞争行为，形成综合竞争力强、业内生态良好的银行业竞争合作格局，对维护我国银行业稳健发展、争取在国际金融竞争中的有利地位至关重要。基于这一认识，本文首先分析了我国银行业市场结构的现状，判定目前我国银行业市场结构已经初步形成以国有银行为主导的垄断竞争格局，接着分析了我国银行业垄断竞争格局形成的原因及其未来的演化趋势；进而分析了主要发达国家银行业市场结构演化过程及其对优化我国银行业市场结构的启示，最后结合我国具体国情，从外在环境和银行自身两个层面上系统提出优化我国银行业市场结构的对策建议。3.学位论文刘光辉我国商业银行金融创新实践与策略研究2003论文在以下几个方面进行了深入和独立的探讨:1、提出了金融创新的效率性、时滞性、非均衡性、高风险性、虚拟性等五个基本特性,构建了金融创新系统的基本框架和层次.在此基础上界定了金融创新在中国现阶段的适用性问题.2、分析