Some Limit Properties Of Investment Market

In the first part of this paper,we study the limit properties of Ln-optimal portfolio in stock market in the absence of the conditions of risk control.We prove the strong law of larger numbers and small deviation theorem for general market.Then,we get a limit theorem on the ~* - mixing market.This theorem also promotes the results of the reference[8].In the latter part of this paper,we study the limit theorem on the stationary market under the conditions of risk control.This paper includes five chapters.In the first chapter,the relative background of Ln-optimal portfolio is given.The second one introduces some basic concepts of Ln-optimal portfolio theory.In the third chapter,we study the limit theory and the small deviation theorem about Ln-optimal portfolio in the absence of the conditions of risk concrol.In the fburth chapter,limit theory about Ln-optimal portfolio under the risk control is given.In the last chapter,the main results are given.