马尔可夫链在证券组合中的应用(英文)The Application of Markov Chain to Portfolio
秦新祥,韩东,胡锡健
摘要(Abstract)：
将股票价格的波动分成两部分 :具有趋势性的波动和具有马尔可夫性的波动 .应用马尔可夫链理论研究证券投资组合 ,给出平稳分布及投资组合的平均收益的计算公式
关键词(KeyWords)： 证券投资组合;马尔可夫链
基金项目(Foundation): This research is partially supported by Xinjiang U niversity
作者(Author): 秦新祥,韩东,胡锡健
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