【摘要】 研究如何从证券市场上的众多证券中筛选出"好"的若干种证券进行组合投资.首先,在允许卖空的情况下,第一次给出了评价证券组合优劣的H值准则,然后在H值意义下进行优良证券组合的筛选.其次,引入市场指数模型,得到市场指数模型下H值的简化定理,使筛选工作成为可能.更多还原

【Abstract】 This paper studied how to select several top quality stocks from thousands of stocks in the security market to get a better portfolio.Firstly,H-value rule which can evaluate quality of portfolio was given under the condition of permitting short-sailing for the first time.Then,how to select the better portfolio under H-value rule was studied,Secondly,A simplified theorem of H- value was introduced under the market index model.It showed the efficiency of the selection.更多还原