| 组合投资规模与风险关系研究中抽样设计问题的解决 |
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| 引用本文： | 桂文林,伍超标.组合投资规模与风险关系研究中抽样设计问题的解决[J].惠州学院学报,2007,27(6):44-49. |
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| 作者姓名： | 桂文林 伍超标 |
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| 作者单位： | 1. 惠州学院,数学系,广东,惠州,516007;暨南大学,统计系,广东,广州,510632
2. 暨南大学,统计系,广东,广州,510632 |
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| 基金项目： | 惠州学院校科研和教改项目 |
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| 摘 要： | 本文研究了传统组合投资规模与风险关系实证研究中抽样设计的缺陷，包括不同规模单一组合的无放回逐一组合随机抽样相对放回组合随机抽样的缺陷，不同规模多次组合的组合标准差放回简单随机抽样相对无放回简单随机抽样的缺陷。在此基础上，给出了组合标准差放回和无放回简单随机抽样样本容量的确定公式。最后，文章通过实证研究验证了上述结论
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| 关 键 词： | 风险 组合投资 随机抽样 样本容量 |
| 文章编号： | 1671-5934(2007)06-0044-06 |
| 修稿时间： | 2007年10月27 |
Problems Solving for Designing the Steady Statistics Relations between Investment Profolio Scale and Risk |
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| GUI Wen-lin,WU Chao-biao.Problems Solving for Designing the Steady Statistics Relations between Investment Profolio Scale and Risk[J].Journal of Huizhou University,2007,27(6):44-49. |
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| Authors: | GUI Wen-lin WU Chao-biao |
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| Abstract: | This article has studied the flaws in traditional real diagnosis research on investment profolio scale and risk relations.They include the flaws of random sampling one by one without replacement relative combination random sampling with replacement in differ- ent scale sole combination,the flaws of combination standard deviation random sampling with replacement relative random sampling without replacement in different scale many times combination.Then it gave the formula to definite sample size of combination standard deviation random sampling with replacement and sampling without replacement.Finally,the article has confirmed the above conclusion through the real diagnosis research. |
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| Keywords: | risk profolio investment random sampling sample size |
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