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摘要: 研究如何从证券市场上的众多证券中筛选出“好”的若干种证券进行组合投资.首先,在允许卖空的情况下,第一次给出了评价证券组合优劣的H值准则,然后在H值意义下进行优良证券组合的筛选. 其次, 引入市场指数模型, 得到市场指数模型下H值的简化定理, 使筛选工作成为可能.Abstract: This paper studied how to select several top quality stocks from thousands of stocks in the security market to get a better portfolio.Firstly,H-value rule which can evaluate quality of portfolio was given under the condition of permitting shortsailing for the first time. Then,how to select the better portfolio under H-value rule was studied.Secondly,A simplified theorem of H-value was introduced under the market index model. It showed the efficiency of the selection.
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