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股票价格-盈利随机模型
A Stochastic Model on Price-Earnings Ratio of Share
【Author】 LIU Huai-gao, LI Bo-de(Lanzhou Commercial College, Lanzhou 730020)
【机构】 兰州商学院；
【摘要】 为了简单和比较成功地建立一个模型,模型构造者必须对非常复杂的形势进行提炼从而注意力集中于最重要因素之一——股票市盈率上.事实上,证券分析的重要方法之一是关于股票市盈率的分析.测算市盈率对于确定证券组合预期的持有期收益率非常重要,这正是估价任何证券组合的基础.这一模型的主要功能之一是“价格发现”.
【Abstract】 For simplicity and some success so that the model\|builder must abstract from the full complexity of the situation and focus only on one of the most important elements-" Price-earnings ratio of share". In fact, on important apprach of security analysis is analysis regarding the price-earnings ratio of share. Measuring the price-earnings ratio of share is important for determining the expected holding-period return which can be used as a basis for valuing any portfolio. One of main functions of the model is "price dioscovery".
【Key words】 price-earnings ratio； holding-period return； statistical Probability； price discovery.；
- 【会议录名称】 Well-off Society Strategies and Systems Engineering--Proceedings of the 13th Annual Conference of System Engineering Society of China
- 【会议名称】The 13th Annual Conference of System Engineering Society of China
- 【会议时间】2004
- 【分类号】F224
- 【主办单位】中国系统工程学会