Atlas证券市场模型
Atlas models of equity markets
摘要：
类股票模型是股票市场中不相关股票的常数-参数模型，具有稳定的资本分布，其中增长率和方差依赖于等级。最简单的这类模式为所有种群分配相同的恒定方差;为除最小种群外的所有种群分配零增长率;为最小种群分配正增长率，即Atlas种群。在本文中，我们研究了这类模型的基本性质，以及各种投资组合在其中的行为。特别令人感兴趣的是不含Atlas库存的投资组合。
英文摘要：
Atlas-type models are constant-parameter models of uncorrelated stocks for equity markets with a stable capital distribution, in which the growth rates and variances depend on rank. The simplest such model assigns the same, constant variance to all stocks; zero rate of growth to all stocks but the smallest; and positive growth rate to the smallest, the Atlas stock. In this paper we study the basic properties of this class of models, as well as the behavior of various portfolios in their midst. Of particular interest are portfolios that do not contain the Atlas stock.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
