第1章緒論···········································································001 1.1研究背景·········································································001 1.2研究動(dòng)機(jī)·········································································003 1.3研究?jī)?nèi)容與創(chuàng)新之處··························································004 1.4研究方法·········································································007 第2章文獻(xiàn)綜述·····································································008 2.1隨機(jī)無序模型的文獻(xiàn)綜述····················································008 2.2股票動(dòng)量效應(yīng)和趨勢(shì)交易的文獻(xiàn)綜述·····································010 2.3市場(chǎng)極端風(fēng)險(xiǎn)的文獻(xiàn)綜述····················································014 2.4股價(jià)與企業(yè)投融資決策的文獻(xiàn)綜述········································016 第3章隨機(jī)無序模型·······························································019 3.1隨機(jī)無序問題的概率模型····················································019 3.2隨機(jī)無序模型的求解··························································022 3.3附錄···············································································031 第4章高頻數(shù)據(jù)下的股價(jià)趨勢(shì)分析及投資策略······························034 4.1引言···············································································034 4.2模型設(shè)定及求解································································036 4.3數(shù)值分析·········································································041 4.4實(shí)證研究·········································································046 4.5基于隨機(jī)無序模型的趨勢(shì)跟蹤策略········································059 4.6小結(jié)···············································································063 4.7附錄···············································································064 第5章股票市場(chǎng)極端風(fēng)險(xiǎn)管理研究············································068 5.1引言···············································································068 5.2極值理論·········································································069 5.3模型設(shè)定及求解·······························································076 5.4數(shù)值分析·········································································084 5.5實(shí)證研究·········································································087 5.6小結(jié)···············································································097 5.7附錄···············································································098 第6章股價(jià)變動(dòng)與公司投資決策···············································101 6.1引言···············································································101 6.2模型設(shè)定及求解·······························································103 6.3數(shù)值分析·········································································108 6.4實(shí)證研究··········································································117 6.5結(jié)論···············································································122 6.6附錄···············································································123 第7章結(jié)論與展望·································································130 7.1研究結(jié)論·········································································130 7.2啟示與展望······································································131 參考文獻(xiàn)················································································133