投资组合的熵理论和信息价值兼析股票期货等风险控制

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4、nParagra目录1.引言：我为什么要写这本书11.1意外的发现——从信息熵到增值熵21.2适者生存——残酷的市场51.3再向权威挑战71.4读建议和联系电话122.投资组合——从掷硬币打赌谈起152.1几个基本概念152.1.1收益率和产出比152.1.2收益的概率预测162.1.3期望收益和标准方差172.1.4几何平均收益和几何增长182.2几何增长的魅力212.3从掷硬币打赌看投资比例优化222.4从鸡蛋和篮子的投资实验看分散投资的效果262.5从掷硬币打赌看收益相关性对投资效果的影响282.6Markowitz投资组合理论及其缺

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