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在对单一品种股票投资方案进行比较时，本文根据冯·诺依曼与摩根斯坦的现代效用理论，把对股票收益的研究转向对股票收益效用的研究，并导出一级随机控制准则（ＦＳＤ）和二级随机控制准则（ＳＳＤ）。运用ＳＳＤ对上海证券交易所几只３０指数股票进行了实证研究。
Based on the modern utility theory of von Neumann and Morgenstern, the research on the return of stock turns to the research of the utility of stock returns and the first-order stochastic control criterion (FSD) And two stochastic control criteria (SSD). Using SSD to test several stocks of SSE in Shanghai Stock Exchange.