风险下的中国股市投资策略

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

177093.pdf (165.77 KB)

2007-11-25 13:01:00 上传

风险下的中国股市投资策略

Investment under event risk in china stock market: A theoretical analysis

Accepted 25 January 2007

PDF 10页 文件数1

Shanghai Jiao Tong University,Mingchao Cai

Renmin University of China,Yongxiang Wang

University of International Business and Economics,Weixing Wu

We model investors' optimal portfolio policy in the case of potential event risk (circulation of State-owned
Equities) in China stock market, and derive a Liquidity-based Asset Pricing Model.We show that the potential
event risk deters some investors from entering the market, leading to a thin stock market. Some implications
of the model are derived.

[此贴子已经被wesker1999于2007-11-25 13:32:16编辑过]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：股市投资 中国股市 投资策略 国股市 Implications 中国 投资 风险 股市