作為集體風(fēng)險(xiǎn)波動的商業(yè)周期

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英文標(biāo)題：
《Business Cycles as Collective Risk Fluctuations》
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作者：
Victor Olkhov
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最新提交年份：
2020
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英文摘要：
  We suggest use continuous numerical risk grades [0,1] of R for a single risk or the unit cube in Rn for n risks as the economic domain. We consider risk ratings of economic agents as their coordinates in the economic domain. Economic activity of agents, economic or other factors change agents risk ratings and that cause motion of agents in the economic domain. Aggregations of variables and transactions of individual agents in small volume of economic domain establish the continuous economic media approximation that describes collective variables, transactions and their flows in the economic domain as functions of risk coordinates. Any economic variable A(t,x) defines mean risk XA(t) as risk weighted by economic variable A(t,x). Collective flows of economic variables in bounded economic domain fluctuate from secure to risky area and back. These fluctuations of flows cause time oscillations of macroeconomic variables A(t) and their mean risks XA(t) in economic domain and are the origin of any business and credit cycles. We derive equations that describe evolution of collective variables, transactions and their flows in the economic domain. As illustration we present simple self-consistent equations of supply-demand cycles that describe fluctuations of supply, demand and their mean risks.
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中文摘要：
我們建議對單個(gè)風(fēng)險(xiǎn)使用R的連續(xù)數(shù)字風(fēng)險(xiǎn)等級[0,1]，或?qū)�n個(gè)風(fēng)險(xiǎn)使用Rn中的單位立方體作為經(jīng)濟(jì)域。我們將經(jīng)濟(jì)主體的風(fēng)險(xiǎn)評級視為其在經(jīng)濟(jì)領(lǐng)域的坐標(biāo)。代理人的經(jīng)濟(jì)活動、經(jīng)濟(jì)因素或其他因素會改變代理人的風(fēng)險(xiǎn)評級，并導(dǎo)致代理人在經(jīng)濟(jì)領(lǐng)域的活動。小規(guī)模經(jīng)濟(jì)領(lǐng)域中個(gè)體代理人的變量和交易的聚合建立了連續(xù)經(jīng)濟(jì)媒體近似，將經(jīng)濟(jì)領(lǐng)域中的集體變量、交易及其流動描述為風(fēng)險(xiǎn)坐標(biāo)的函數(shù)。任何經(jīng)濟(jì)變量A（t，x）都將平均風(fēng)險(xiǎn)XA（t）定義為由經(jīng)濟(jì)變量A（t，x）加權(quán)的風(fēng)險(xiǎn)。有限經(jīng)濟(jì)領(lǐng)域內(nèi)經(jīng)濟(jì)變量的集體流動從安全區(qū)域波動到風(fēng)險(xiǎn)區(qū)域，再從風(fēng)險(xiǎn)區(qū)域波動回來。這些流量波動導(dǎo)致宏觀經(jīng)濟(jì)變量A（t）及其平均風(fēng)險(xiǎn)XA（t）在經(jīng)濟(jì)領(lǐng)域的時(shí)間振蕩，是任何商業(yè)和信貸周期的起源。我們推導(dǎo)出描述經(jīng)濟(jì)領(lǐng)域中集體變量、交易及其流動的演化方程。作為說明，我們給出了簡單的供需周期自洽方程，描述了供需波動及其平均風(fēng)險(xiǎn)。
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分類信息：

一級分類：Economics        經(jīng)濟(jì)學(xué)
二級分類：General Economics        一般經(jīng)濟(jì)學(xué)
分類描述：General methodological, applied, and empirical contributions to economics.
對經(jīng)濟(jì)學(xué)的一般方法、應(yīng)用和經(jīng)驗(yàn)貢獻(xiàn)。
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一級分類：Quantitative Finance        數(shù)量金融學(xué)
二級分類：Economics        經(jīng)濟(jì)學(xué)
分類描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的別名。經(jīng)濟(jì)學(xué)，包括微觀和宏觀經(jīng)濟(jì)學(xué)、國際經(jīng)濟(jì)學(xué)、企業(yè)理論、勞動經(jīng)濟(jì)學(xué)和其他金融以外的經(jīng)濟(jì)專題
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一級分類：Quantitative Finance        數(shù)量金融學(xué)
二級分類：Risk Management        風(fēng)險(xiǎn)管理
分類描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理貿(mào)易、銀行、保險(xiǎn)、企業(yè)和其他應(yīng)用中的金融風(fēng)險(xiǎn)
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關(guān)鍵詞：商業(yè)周期 商業(yè)周 Transactions Fluctuations Quantitative