【作者】 徐大江； 郑学东；

【Author】 XU Da-jiang, ZHENG Xue-dong(Zhejiang Institute of Finance and Economics,Hangzhou 310012, China)

【机构】 浙江财经学院经济数学教研室；

【摘要】 本文研究证券投资既有损失的可能、又有超额赢利的可能的投机风险及其测度。提出一种测度风险的理性预期新模式,其中理性预期收益率和理性预期投机风险采用三次指数平滑模型进行预测。最后,应用证券理性预期收益和投机风险的三次指数平滑测度建立证券组合投资多目标决策模型。更多还原

【Abstract】 This paper studies the speculative risk and its measure for securities investment. It puts forward a kind of new pattern of risky measure, and applies the multiple exponential smoothing Measure of order 3 forecasting model to the rational expected estimations of profit rate and speculative risk. Finally, the multiobjective decision-making models of portfolios investment are set up with multiple exponential smoothing measure of oder 3.更多还原