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題名 訊息不對稱下銀行之放款策略信號賽局理論之運用 作者 薛舜仁
Si, Allen貢獻者 胡聯國
薛舜仁
Allen Si關鍵詞 信號賽局
序列均衡
直覺要件
個人理性
自利動機
分離均衡
signalling game
sequential equilibrium
Intuitive Criterion
mechanism design日期 1993 上傳時間 29-Apr-2016 16:43:37 (UTC+8) 摘要 以探討銀行放款策略訂定的角度而言，在過去的文獻中， 要仍是在說明 參考文獻 一.中文部份 姜堯民， "不對稱資訊下銀行放款契約訂定之研究"政大企管所碩士論文，民國七十九年六月。 俞海琴， "資訊不對稱下本國銀行放款市場之研究"政大企管所博士論文，民國八十一年一月。 二.英文部份 Bester,Helmut (1985):"Screening vs. Rationing in Credit Markets with Imperfection Inforn1ation," American Economic Review,75,850-855. Chan, Yuk-Shee,and Thakor ,Anjan V. (1987):" Collateral and Competitive Equilibria with Moral Hazard and Private Information,"the Journal of Finance,XLII,345-363. Cho,In-Koo and Kreps,David M.(1987):"Signaling Games and Stable Equilibria ," The Quarterly Journal of Economics,CII,179-221. Engers,M.P. and L. Fernandez (1987):"Market Equilibrium with Hidden Knowledge and Self-Selection," Econometrica,55,425-440. Engers,M.P. (1987):" Signalling with Many Signals," Econometerica ,55,663-674. Fudenberg,Drew and Tirole,Jean (1991):Game Theory. The MIT Press. Gibbons,Robert (1992):Game Theory for Applied Economists. Princeton Unversity Press. Milde,Hellmuth and Riley,John G. (1 988):" Signalling in Credit Markets," The Quarterly Journal of Economics,Feb.,101-129. Quinzii,Martine and Rochet,J ean-Charles (1985) j" Multidimensional Signalling," Journal of Mathematical Economics,14,261-284. Riley,John G. (1975):" Competitive Signalling," Journal of Economic Theory, 10,174-186. Riley,John G. (1979): "Information Equilibriurn," Econometrica,47,331-359. Spence,Michael (1974):" Competitive and Optimal Responses to Signals : An Analysis of Efficiency and Distribution,"Journal of Economic Theory,7,296-332. Stiglitz,Joseph and Weiss,Andrew (1981):"Credit Rationing in Markets with Imperfect Information," American Economic Review, 71,393-410. Varian,Hal R. (1992) :Microeconomic Analysis 3rd ed. Wilson,Robert (1985):" Multi-Dilnensional Signalling," Economics Letters ,19,17-21. Wilson,C.A.,(1977):" A Model of Insurance Markets with Incon1plete Information," Journal of Economic TheoTy,16,167-207. 描述 碩士
國立政治大學
國際經營與貿易學系
G80351028資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002004174 資料類型 thesis dc.contributor.advisor 胡聯國 zh_TW dc.contributor.author (Authors) 薛舜仁 zh_TW dc.contributor.author (Authors) Allen Si en_US dc.creator (作者) 薛舜仁 zh_TW dc.creator (作者) Si, Allen en_US dc.date (日期) 1993 en_US dc.date.accessioned 29-Apr-2016 16:43:37 (UTC+8) - dc.date.available 29-Apr-2016 16:43:37 (UTC+8) - dc.date.issued (上傳時間) 29-Apr-2016 16:43:37 (UTC+8) - dc.identifier (Other Identifiers) B2002004174 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/89013 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 國際經營與貿易學系 zh_TW dc.description (描述) G80351028 zh_TW dc.description.abstract (摘要) 以探討銀行放款策略訂定的角度而言，在過去的文獻中， 要仍是在說明 zh_TW dc.description.tableofcontents 第一章緒論．．．．．．．．．．1 第一節研究動機與目的．．．．．．．．．．1 第二節本文內容與架構．．．．．．．．．．3 本章註釋．．．．．．．．．．5 第二章文獻回顧．．．．．．．．．．6 第一節前言．．．．．．．．．．6 第二節信號機能應用之文獻．．．．．．．．．．8 第三節由信用分配的角度探討不對稱訊息下銀行放款策略．．．．．．．．．．11 第四節與本文相關之賽局理論簡介．．．．．．．．．．16 本章註釋．．．．．．．．．．22 第三章理論模型之建立(一)銀行於完全競爭下放款策略的訂定．．．．．．．．．．23 第一節前言．．．．．．．．．．23 第二節模型假設與建立．．．．．．．．．．25 第三節訊息不對稱時之均衡性質．．．．．．．．．．30 第四節均衡解之穩定性探討．．．．．．．．．．33 第五節良好信號之選取準則．．．．．．．．．．36 第五節小結．．．．．．．．．．38 本章註釋．．．．．．．．．．39 第四章理論模型之建立(二)銀行於獨佔下放款策略的訂定．．．．．．．．．．43 第一節前言．．．．．．．．．．43 第二節最適均衡契約之決定及其性質．．．．．．．．．．44 第三節最適契約之比較．．．．．．．．．．49 第四節小結．．．．．．．．．．51 本章註釋．．．．．．．．．．52 第五章結論與建議．．．．．．．．．．54 第一節結論．．．．．．．．．．54 第二節研究限制與建議．．．．．．．．．．57 本章註釋．．．．．．．．．．58 附錄．．．．．．．．．．59 參考文獻．．．．．．．．．．69 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002004174 en_US dc.subject (關鍵詞) 信號賽局 zh_TW dc.subject (關鍵詞) 序列均衡 zh_TW dc.subject (關鍵詞) 直覺要件 zh_TW dc.subject (關鍵詞) 個人理性 zh_TW dc.subject (關鍵詞) 自利動機 zh_TW dc.subject (關鍵詞) 分離均衡 zh_TW dc.subject (關鍵詞) signalling game en_US dc.subject (關鍵詞) sequential equilibrium en_US dc.subject (關鍵詞) Intuitive Criterion en_US dc.subject (關鍵詞) mechanism design en_US dc.title (題名) 訊息不對稱下銀行之放款策略信號賽局理論之運用 zh_TW dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 一.中文部份 姜堯民， "不對稱資訊下銀行放款契約訂定之研究"政大企管所碩士論文，民國七十九年六月。 俞海琴， "資訊不對稱下本國銀行放款市場之研究"政大企管所博士論文，民國八十一年一月。 二.英文部份 Bester,Helmut (1985):"Screening vs. Rationing in Credit Markets with Imperfection Inforn1ation," American Economic Review,75,850-855. Chan, Yuk-Shee,and Thakor ,Anjan V. (1987):" Collateral and Competitive Equilibria with Moral Hazard and Private Information,"the Journal of Finance,XLII,345-363. Cho,In-Koo and Kreps,David M.(1987):"Signaling Games and Stable Equilibria ," The Quarterly Journal of Economics,CII,179-221. Engers,M.P. and L. Fernandez (1987):"Market Equilibrium with Hidden Knowledge and Self-Selection," Econometrica,55,425-440. Engers,M.P. (1987):" Signalling with Many Signals," Econometerica ,55,663-674. Fudenberg,Drew and Tirole,Jean (1991):Game Theory. The MIT Press. Gibbons,Robert (1992):Game Theory for Applied Economists. Princeton Unversity Press. Milde,Hellmuth and Riley,John G. (1 988):" Signalling in Credit Markets," The Quarterly Journal of Economics,Feb.,101-129. Quinzii,Martine and Rochet,J ean-Charles (1985) j" Multidimensional Signalling," Journal of Mathematical Economics,14,261-284. Riley,John G. (1975):" Competitive Signalling," Journal of Economic Theory, 10,174-186. Riley,John G. (1979): "Information Equilibriurn," Econometrica,47,331-359. Spence,Michael (1974):" Competitive and Optimal Responses to Signals : An Analysis of Efficiency and Distribution,"Journal of Economic Theory,7,296-332. Stiglitz,Joseph and Weiss,Andrew (1981):"Credit Rationing in Markets with Imperfect Information," American Economic Review, 71,393-410. Varian,Hal R. (1992) :Microeconomic Analysis 3rd ed. Wilson,Robert (1985):" Multi-Dilnensional Signalling," Economics Letters ,19,17-21. Wilson,C.A.,(1977):" A Model of Insurance Markets with Incon1plete Information," Journal of Economic TheoTy,16,167-207. zh_TW
