摘要
由于证券投资的收益具有不确定性,所以将马克维茨证券组合投资Bayes估计引入证券投资风险的分析中,本文介绍了证券投资风险分析中的组合理论,以及在预测证券走势时对Bayes估计的运用,并相应的运用实际数据进行定量分析。组合理论的原理是通过将资产分散投资的方法降低风险。Bayes估计运用前一天的数据预测未来股票走势。据此,投资者可以采取有效措施对风险进行科学管理以减少证券投资活动中的损失。
Securities investment analysis aims to comprehensive analyze all kinds of information which influence security value or price to determine the value or price of securities and changes in behavior.Because of uncertainty of income for securities investment,the probability and statistics are introduced into the analysis of the investment risk of securities.In this paper,we introduce portfolio theory in investment risk analysis of securities and use Bayesian estimation to forecasting securities investment.And then,make quantitative analysis using actual data.Portfolio theory is to reduce risks by diversifying investment.Bayesian estimation use data of previous day to the trend of stock.Accordingly,investors can take effective measures to manage risks scientifically so as to reduce losses in securities investment activities.
引文
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