Knightain Uncertainty and Grey Pricing in the Stock Market

摘要：

This paper studys the causation of grey pricing in the stock market under knightain uncertainty，and indicates that only when the investor shows uncertainty-averse , grey pricing could exisit. It can explain the two theories of anomaly mechanism under knightain uncertainty and under grey system respectively are consistent from mathematics structure.

作者: XU Yuan-dong LIU Si-feng

作者单位: Nanjing University of Aeronautics and Astronautics,Nanjing,China

会议类型: 国际会议

会议名称: 2007年IEEE灰色系统与智能服务国际会议(2007 IEEE International Conference on Grey Systems and Intelligent Services)

会议地点: 南京

会议语种:英文

在线出版日期: 2007-11-18（万方平台首次上网日期，不代表论文的发表时间）