【摘要】 该文在假定证券收益率服从对数正态分布的前提下 ,导出了风险收益指标g1(z)及该指标的保险函数g2 (z)以及它们随收益率Z变化的规律 :即风险收益指标g1(z)随Z增大而减少 ,保险函数g2 (z)在(0 ,+∞ )有惟一极大值 ,并且在 (0 ,exp(μ +σ) )区间内取得。这些结果对证券投资决策有一定的参考意义更多还原

【Abstract】 On the premise that bond invest rate obeying of normal distribution,this paper infers the bond invest quota g 1(z) will decreases with Z increasing, insurance function g 2(z) at (0,+∞) has only maxium value at region (0,exp (μ+σ) ). These conclusions have reference for bond invest decision.更多还原