文章基本信息

标题：Modeling risk using elements of game theory and fractals
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作者：Tulai, Constantin ; Popovici, Ioana Florina
期刊名称：Finante - provocarile viitorului (Finance - Challenges of the Future)
印刷版ISSN：1583-3712
出版年度：2010
卷号：1
期号：11
页码：79-83
出版社：University of Craiova, Faculty of Economics and Business Administration
摘要：Where did the money go? This is the question that managers of financial institutions that collapsed have been facing during the actual global crisis. Is the risky behavior of players on the market to be blamed or the network effect of the interdependence of financial institutions, created for the purpose of dividing risk among players on the market. What role does risk play in the results of gambling through strategic behavior in economic activity. Do the classical premises of rationality in minimizing risk on unit of expected value or profit, still hold today? The purpose of this paper implies modeling risk on economic decision- making, by using elements of game theory and fractal theories.
关键词：decision - making; risk theory; fractals; strategic behavior