摘要
从高斯分布和稳定分布角度， 以均值和方差的形式， 比较资本投资组合收益及风险的计算方法， 从中指出稳定分布的表象更切近于资本资产价格运动的现实表现．
From the perspective of Gaussian distribution and stable distribution, and in the form of variance and average, the computing methods for return and risk of portfolio are compared. It is discovered that using the theory of stable distribution to analyse the curvilinear motion of capital asset price has proved to be an optimal analysis method.
出处
《华南理工大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
1999年第8期68-71,共4页
Journal of South China University of Technology(Natural Science Edition)
关键词
风险
高斯分布
优化法
企业
投资组合收益
return
risk
Gaussian distribution
stable distribution
variance
average
