摘要
本文在均值—方差框架下分析了居民家庭如何进行股票投资选择,以及如何在现金,债券和股票之间作出最优投资分配。并且,通过微观数据实证分析了北京市居民家庭股票投资选择的状况。
This paper analyzed urban household how to select stock investment in mean - variance framework and optimal portfolio allocation is solved within cash, bonds and stocks based on mathematics model. Moreover,we studied Beijing urban households' stock investment by empirical analysis.
出处
《中国传媒大学学报(自然科学版)》
2007年第4期36-39,共4页
Journal of Communication University of China:Science and Technology
基金
中国传媒大学学科建设基金资助项目(XK060506)
关键词
数学模型
股票投资
最优投资分配
mathematics model
stock investment
optimal portfolio allocation