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摘要: 进一步研究如何利用H值来筛选证券组.推导了关于H值组成部分相关量的具体表达式,并得到了证券组中去掉最“差”的一种证券后H值改变量满足的一个不等式.Abstract: Further study was given in this paper to the H value as a standard for evaluation of the quality of a security set. The Hvalue in terms of its related parameters was characterized. Aninequality which the changed H value satisfies after removing the"worst" security from the set was proved.
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