| 证券投资决策与风险研究 |
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| 引用本文： | 房海滨,陈立文. 证券投资决策与风险研究[J]. 价值工程, 2003, 2(6): 95-99 |
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| 作者姓名： | 房海滨 陈立文 |
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| 作者单位： | 河北工业大学管理学院,天津,300130 |
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| 基金项目： | 河北工业大学大学生科技创新基金资助项目。 |
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| 摘 要： | 风险是投资分析中永恒的主题。本文分析了股票投资的风险构成,采用随机理论分析股票价格变动的过程,并采用股票投资的技术分析手段,确定股票投资者预期收益率的风险估计值,最终得到股票当前价值的估计值,给股票投资者提供可以量化的决策依据。
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| 关 键 词： | 投资风险 股票价值 马尔可夫链 |
Study of System Risks and Decision in Securities Investments |
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| Fang Haibin,Chen Liwen. Study of System Risks and Decision in Securities Investments[J]. Value Engineering, 2003, 2(6): 95-99 |
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| Authors: | Fang Haibin Chen Liwen |
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| Abstract: | Risks in investments is the everlasting topic in investment analysis. Based on the theory of stochastic process and the method of technical analysis, this paper analyses the changing process of the stock price and the composition of risks in securities investments, then fixes on the rate of return involved with the system risks in securities investments. Finally, the estimated value of the expected rate of return can be fixed. Moreover, stock investors can get quantitative evidences for stock investments through it. |
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| Keywords: | investment risks value of stock Markov chain |
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