| 资产组合有效性检验的文献综述 |
| |
| 引用本文： | 郭仁斌,张国强,潘剑虹.资产组合有效性检验的文献综述[J].洛阳工业高等专科学校学报,2002,12(3):43-44,40. |
| |
| 作者姓名： | 郭仁斌 张国强 潘剑虹 |
| |
| 作者单位： | 1. 武汉大学商学院,湖北,武汉,430072
2. 洛阳工业高等专科学校,贸易系,河南,洛阳,471003 |
| |
| 摘 要： | 评述了应用经典统计学和贝叶斯推断检验资产组合均值－方差有效性的文献，提出了这些方法在我国应用的可能性。
|
| 关 键 词： | 资产组合 有效性检验 综述 均值－方差有效性 实证检验 经典统计学 贝叶斯推断 |
| 文章编号： | 1008-8814(2002)03-0043-02 |
A Summary of the Literatures on Tests of Portfolio Efficiency |
| |
| GUO Ren-bin,Zhang Guo-qiang,Pan Jian-hong.A Summary of the Literatures on Tests of Portfolio Efficiency[J].Journal of Luoyang Technology College,2002,12(3):43-44,40. |
| |
| Authors: | GUO Ren-bin Zhang Guo-qiang Pan Jian-hong |
| |
| Affiliation: | GUO Ren-bin1,Zhang Guo-qiang2,Pan Jian-hong2 |
| |
| Abstract: | The purpose of this paper is to summary the literatures on tests of portfolio mean-variance efficiency in the framework of classical statistics and Bayesian inference. Also, the paper discusses the possibility of applying the methods to Chinese security market. |
| |
| Keywords: | Mean-Variance efficiency Empirical test Classical statistics Bayesian inference |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
