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不完全信息下的最優決策——基于隨機無序模型的投資決策問題 版權信息
- ISBN：9787513092760
- 條形碼：9787513092760 ; 978-7-5130-9276-0
- 裝幀：一般膠版紙
- 冊數：暫無
- 重量：暫無
- 所屬分類：>
不完全信息下的最優決策——基于隨機無序模型的投資決策問題 內容簡介
隨機無序模型是阿爾伯特·N.謝里亞夫（AlbertNShiryaev）提出的一個序貫檢測方法，被運用于軍工、氣象、水利等工業制造領域。而在金融市場上，股票狀態瞬息萬變，十分考驗投資者的專業判斷能力。因此，本書嘗試將隨機無序模型引入投資決策當中，從數學統計的角度分析*優投資決策的方法，并通過三個實例分析，來闡述該模型的優越之處。
本書適合有一定數學統計基礎、對投資事業感興趣的讀者閱讀。
不完全信息下的最優決策——基于隨機無序模型的投資決策問題 目錄
第1章緒論···········································································0011.1研究背景·········································································0011.2研究動機·········································································0031.3研究內容與創新之處··························································0041.4研究方法·········································································007第2章文獻綜述·····································································0082.1隨機無序模型的文獻綜述····················································0082.2股票動量效應和趨勢交易的文獻綜述·····································0102.3市場極端風險的文獻綜述····················································0142.4股價與企業投融資決策的文獻綜述········································016第3章隨機無序模型·······························································0193.1隨機無序問題的概率模型····················································0193.2隨機無序模型的求解··························································0223.3附錄····································
展開全部
不完全信息下的最優決策——基于隨機無序模型的投資決策問題 作者簡介
詹鑰凇，現任中山大學商學院助理教授，碩士生導師，中國人民大學金融學博士。研究領域包括市場微觀結構、金融計量、量化投資等。論文發表于Journal of Business & Economic Statistics， Journal of Economic Dynamics and Control等國際知名學術期刊
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