摘要
论证了证券价格在一定条件下近似服从对数正态分布,并且给出了证券在此分布下的收益—半方差投资组合模型,为制订最优的投资策略提供了理论依据.并给出了一个实际例子.
The price of security approximately obeying the logarithmic normal distributing is proved, and the E - Sv portfolio model on this distributing is presented. This model provides a theoretical base to make out optimal investment strategies. In the end, an example is given.
出处
《集美大学学报(自然科学版)》
CAS
2006年第1期93-96,共4页
Journal of Jimei University:Natural Science
基金
国家自然科学基金资助项目(70272014)
关键词
证券价格
对数正态分布
投资组合
security's price
logarithmic normal distributing
portfolio