Empirical study on stock-bond integrated model

被引：0

作者：

Yu, Mei ^{[1
]}

Yang, Yang ^{[1
]}

Wang, Shou-Yang ^{[2
]}

机构：

[1] School of Finance and Banking, University of International Business and Economics, Beijing 100029, China

[2] Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China

来源：

Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2010年 / 30卷 / 07期

关键词：

Commerce; -; Investments;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, the authors set up a stock-bond integrated model by employing MV and MAD models in frictionless market and frictional market. The real data in China's stock market and bond market were used to show the performance of these investment models. It is found that the optimal strategy derived from the stock-bond integrated model has good results in both cases.

引用

页码：1190 / 1199

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