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中国股票市场个股随机占优的实证研究 被引量:6

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摘要 本文实证研究随机占优方法在中国股票市场的应用,揭示了随机占优方法在中国股票市场有很高的效率,但随机占优有效的股票在不同的考察周期下并不相同,而且有效集的相对大小并没有出现随着收益率周期的增长而减小的现象。此外,随机占优方法还证实了沪市深市,A股B股的强弱关系。
作者 陈灯塔
出处 《经济科学》 CSSCI 北大核心 2003年第5期70-79,共10页 Economic Science
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参考文献8

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