本文在深入分析股票投资理论和股价预测方法的基础上,提出了利用属性论方法和波恩斯坦基函数拟合技术的股市预测算法。
This paper presents a new method based on Attribute Theory and Bernstein Basic Function fitting after thorough study of stock investment and prediction technology.
基于随机边界利润函数,本文首次实证研究了中国主要商业银行及其战略投资者的利润无效率水平。
The paper, based on stochastic frontier function, firstly and empirically studies the profit inefficiency of main commercial banks and their strategic investors in China.
本文基于随机边界成本函数首次实证研究了中国主要商业银行及其战略投资者的成本无效率水平。
The paper based on stochastic frontier function firstly makes an in-depth empirical study about cost inefficiency of China major commercial Banks and their strategic investors.
研究了在非瓦尔拉斯市场中,当市场的价格冲击函数为变现速度的非线性函数时,投资者的最优变现策略和最优变现时间问题。
In a non-Walrasian market with nonlinear price impact function, the optimal liquidation strategy and optimal liquidation time are investigated for institution investors.
最后结合了投资者情绪的影响,利用脉冲响应函数和方差分解对价量因果关系的动态表现形式作了进一步分析。
Finally, by introducing into the impact on investor sentiment, the paper study the dynamic forms of the causal relation of them using impulse response function and variance decomposition.
论文最后提出了一种广义风险绩效指标,它将投资者的效用函数引入基金评估中,并可以涵盖以前学者们所提出的指标。
A General Risk-adjusted performance method is introduced, it considers investors utility function and can explanation former fund performance indexes.
论文最后提出了一种广义风险绩效指标,它将投资者的效用函数引入基金评估中,并可以涵盖以前学者们所提出的指标。
A General Risk-adjusted performance method is introduced, it considers investors utility function and can explanation former fund performance indexes.
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