Markov Bernoulli trials approach to expected return of investment in Taiwanese stocks
碩士 === 輔仁大學 === 應用統計學研究所 === 98 === This thesis deals with the problems of stock deals and investment return in the context of a sequence of Bernoulli trials. We derive the expected return from the Markov chain model and deduce the conditions for which the theoretical return is positive. In this sit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77221079662379860219 |