投资模型中收益率的极限定理  

Some Limit Theorems Of Return Rate in Investment Modeling

作　　者：李文汉[1] 刘志强[2] 

机构地区：[1]石家庄经济学院数理学院,河北石家庄050031 [2]北京建筑工程学院理学院,北京100044

出　　处：《经济数学》2012年第1期34-37,共4页Journal of Quantitative Economics

基　　金：国家自然科学基金资助项目(41172299);河北省教育厅科研项目(Z2010297)

摘　　要：利用似然比的概念,研究了投资者关于收益率向量的估计分布和真实分布之间的一些极限性质,得到一类收益率与其估计数学期望的随机偏差定理,即用不等式表示的一类强极限定理.In virtue of the notion of likelihood ratio ,the limit properties of the sequence of continuous random variables were studied ,and a class of strong deviation theorems represented by inequalities with return rate and their estimated expecta-tion were obtained when there are deviations between the estimated and the real distributions of the return rate.

关 键 词：投资模型 收益率 似然比 极限定理 

分 类 号：O211.4[理学—概率论与数理统计]