作者：詹钥凇 著
页数：152
出版社：知识产权出版社
ISBN：9787513092760
电子书格式：PDF
PDF下载地址
内容简介
随机无序模型是阿尔伯特·N.谢里亚夫（AlbertNShiryaev）提出的一个序贯检测方法，被运用于军工、气象、水利等工业制造领域。而在金融市场上，股票状态瞬息万变，十分考验投资者的专业判断能力。因此，本书尝试将随机无序模型引入投资决策当中，从数学统计的角度分析最优投资决策的方法，并通过三个实例分析，来阐述该模型的优越之处。
本书适合有一定数学统计基础、对投资事业感兴趣的读者阅读。
作者简介
詹钥凇，现任中山大学商学院助理教授，硕士生导师，中国人民大学金融学博士。研究领域包括市场微观结构、金融计量、量化投资等。论文发表于Journal of Business & Economic Statistics， Journal of Economic Dynamics and Control等国际知名学术期刊
目录
第1章绪论···········································································0011.1研究背景·········································································0011.2研究动机·········································································0031.3研究内容与创新之处··························································0041.4研究方法·········································································007第2章文献综述·····································································0082.1随机无序模型的文献综述····················································0082.2股票动量效应和趋势交易的文献综述·····································0102.3市场极端风险的文献综述····················································0142.4股价与企业投融资决策的文献综述········································016第3章随机无序模型·······························································0193.1随机无序问题的概率模型····················································0193.2随机无序模型的求解··························································0223.3附录····································