摘要
本文在分析风险规避者效用函数的基础上，推导出选择证券投资品种的随机控制准则，并用这些准则对深交所的股票作了实证研究。
This paper puts forward stochastic dominant principles for security investment and does an empirical research on stocks of Shenzhen Security Exchange.
出处
《预测》
CSSCI
1999年第6期55-58,共4页
Forecasting
关键词
证券投资
风险分析
随机控制
决策
security investment
risk analysis
stochastic domination
