“适合Odean的”, ” row使用Odean\'sestimates of 和 使用命题2和命题4计算其他值。 1. 1个QGG[]PGR PLROdean数据27。7%22.8%53.8%41.9%312 14.8%9.8%1.51Dhar&Zhu数据-----65.8%46.5%122 13.2%6.4%2.06适合Odean, 27.7%22.8%57.7%50.7%174 14.0%10.9%1.28修改TK实用程序的实现模型 1. 1个QGG[] PGR PLR0.52.0GL = 060.4%90.7%96.3%25.2%2037 35.3%0.7%50.25 = 0.349.2%从不100.0%17.6%2221 44.8%00.54.0GL = 044.6%64.1%85.3%31.5%909 27.9%3.0%9.36 = 0.347.4%73.6%89.7%28.3%1169 31.1%2.0%15.450.58.0GL = 027.5%42.7%77.6%33.3%351 25.0%4.6%5.44 = 0.338.3%48.7%77.4%36.5%556 23.2%4.8%4.800.530.0GL = 013.5%17.5%64.1%41.0%67 18.3%8.0%2.29 = 0.326.7%24.3%60.5%48.0%181 15.2%9.8%1.56资产回报是独立的,分布相同,投资者的投资策略或持有的股票数量也不同。第一类投资者构成部分在样本中,按住nistocks,然后按照我-ithreshold策略或伊兰多姆战略。随着观察交易数量的增加,各种总统计数据的概率极限为加权平均数/[]plim,其中/[]ii iii iii iiiinwn (20) 资产的平均值和差异可能因投资者类型而异,前提是它们在类型内是相同的。任何资产差异的影响均完全纳入、、、和[]。IIIII GLGLQQ和 是否有任何统计数据, , QG、QL或[].