摘要
应用破产理论,建立了一个机构投资者的申购新股收益模型,通过引入离场概率和离场时间两个概念,评估了该模型的风险性,并结合实际例子探讨了各参数对模型的影响.
High revenue in new shares is attractive to institutional investors. Based on ruin theory, we built an earning model of institutional investors, and evaluated its risk through two concepts： leaving probability and leaving time. We demonstrated the influence of parameters with a specific example.
出处
《绍兴文理学院学报》
2007年第9期27-30,共4页
Journal of Shaoxing University
关键词
破产理论
离场概率
离场时间
ruin theory
leaving probability
leaving time
