节点文献
改进的股票债券时期模型及动态分析
Improved Stock-bond-period Model and Dynamic Analysis
【摘要】 证券投资组合的根本目的在于获利最大化和风险最小化,通过构建股票债券的混合投资组合,可以在保证收益的情况下分散风险。在股票债券模型中加入时间维度,提出了股票债券时期模型,用一种比较简便的方法对传统模型进行了动态分析。最后通过对2010—2012年一组股票和债券的实际交易利率进行了实证分析,验证了该模型的有效性。
【Abstract】 The fundamental purpose of portfolio investment lies in the maximizing of benefits and minimizing of risks.Through the construction of mixed portfolio investment among stocks and bonds,risks can be largely reduced while the profits are guaranteed.A new stock-bond-period model was proposed when the dimension of time was added to the model.Relevant dynamic analysis of the classic model was conducted under using a relatively easy method to facilitate.At last,empirical analysis was done by using a group of actual exchange rate of stocks and bonds during 2010 and 2012.The validity of the new model was proved.
- 【文献出处】 武汉理工大学学报(信息与管理工程版) ,Journal of Wuhan University of Technology(Information & Management Engineering) , 编辑部邮箱 ,2013年04期
- 【分类号】F832.51
- 【被引频次】1
- 【下载频次】62