Application of second degree stochastic dominance on stocks investment decision making in Shanghai Stock Market

被引：0
|
作者：
Wang, Zhongkui [1 ]
机构：
[1] Zhengzhou Univ Light Ind, Sch Econ & Management, Zhengzhou 450002, Peoples R China
来源：
PROCEEDINGS OF FIRST INTERNATIONAL CONFERENCE OF MODELLING AND SIMULATION, VOL IV: MODELLING AND SIMULATION IN BUSINESS, MANAGEMENT, ECONOMIC AND FINANCE | 2008年
关键词：
second degree stochastic dominance; investment decision making; efficient set; efficient frontier;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper, the SSD rule is used to select 6 stocks to compose an efficient set from 20 stocks of Shanghai 30 Index sample stocks. Then the efficient set is compared with another one which is composed with another 6 stocks selected with the expected value rule. The result shows that the SSD rule has a better efficiency and wider range of application.
引用
收藏
页码：342 / 345
页数：4
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