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独立市场和平稳市场中金融原则的几个性质
引用本文:孙丽. 独立市场和平稳市场中金融原则的几个性质[J]. 沈阳化工学院学报, 2004, 18(1): 58-61
作者姓名:孙丽
作者单位:沈阳师范大学高等职业技术学院,辽宁,沈阳,110036
摘    要:研究在金融市场中无风险控制下,投资者连续投资,财富不断积累,即在一个周期的投资结束后连本带利全部或部分的再投资,换言之,投资者不再增加也不减少资金的情况下的收益情况.引入Ln-函数,避开Log-函数的诸多不变,在经济分析中更加明了.分析单周期投资模型达到Ln-最优资产组合的条件,得到序列投资模型中,独立市场、平稳市场模型的Ln-最优投资组合的平均获利最大、渐进最优性质。

关 键 词:Ln-最优资产组合投资模型 风险 收益 资产组合 独立市场 平稳市场
文章编号:1004-4639(2004)01-0058-04

Features of Invest in Independent and Stable Market
SUN Li. Features of Invest in Independent and Stable Market[J]. Journal of Shenyang Institute of Chemical Technolgy, 2004, 18(1): 58-61
Authors:SUN Li
Abstract:The earnings was discussed on condion that the investors invest successively in market with non-risk control, namely the repeated partial or total investment with the original capital plus profit. In other words, it is their profit if the investors do not increase or decrease their capital. In economy analysis. Ln-function is used because it can make analysis more clearly than Log-function is used. The author analyses the condition that can help singly investment pattern reach to Ln-optimun capital combination, and demonstrate the average profit is maximum of Ln-optimun investment combination in both independent and stable market pattern and its advancing toward optimum gradually.
Keywords:Lnoptimalcapitalporfolioinventmentpattern  visk  profit  capitalportfolio  independentmarket  smoothmarket
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