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随着马可维茨投资组合理论“均值——方差”模型的引入,传统的偏重于经验、定性等方式进行的金融研究借助统计思维,迈入数量化分析阶段。当前证券市场信息高度集中化、数字化也为统计学在证券投资领域的应用提供了数据基础。此外,在证券市场发展过程中机构投资者的兴起,使得基于统计及数理思维建立起的交易策略及风险测度模型得到广泛应用。本文主要针对统计学在证券投资及风险测度中的应用进行研究。
With the introduction of the Markovic Portfolio Theory “Mean - Variance ” model, the traditional financial research focusing on experience and qualitative methods has entered the stage of quantitative analysis with statistical thinking. The current stock market information is highly centralized, digitalization also provides a data foundation for the application of statistics in securities investment. In addition, the rise of institutional investors in the development of the securities market has led to the widespread application of trading strategies and risk measurement models based on statistical and mathematical thinking. This article mainly studies the application of statistics in securities investment and risk measurement.