收益率分形分布下的一种组合投资模型
4938 
2030
财经研究 2004 年 第 30 卷第 06 期, 页码：15 - 22
摘要
参考文献
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[2]Hurst,H.E..Thelong-termstoragecapacityofreservoirs[J].TransactionsoftheAmericanSocietyofCivilEngineers116,1951,P 770-808.
[3]P.A.Samuelson.Efficientportfolioselectionforpareto levyinvestment[J].TheJournalofFinancialandQuantitativeAnalysisVol.2,Issue2,1967,P 107-122.
[4]PetersE.E..Fractalmarketanalysis:applyingchaostheorytoinvestmentandeconomics[M].NewYork,NY:John＆Sons,Inc,1994.
[5]S.L.Ortobelli,S.T.Rachev.Safety firstanalysisandstableparetianapproachtoportfoliochoicetheory[J].MathematicalandComputerModelling34,2001,P 1037-1072.
引用本文
郑伟, 王建华. 收益率分形分布下的一种组合投资模型[J]. 财经研究, 2004, 30(6): 15–22.
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