最優投資 的英文怎麼說
中文拼音 [zuìyōutóuzī]
最優投資
英文
optimal investment-
An application of hamilton - jacobi - bellman equation in optimal investment
方程在最優投資中的應用Risk - premium analysis on optimal investment portfolio
最優投資組合的風險補償分析Optimal portfolio selection of friction market in the case of short sales under liability
負債下摩擦市場允許賣空時的最優投資組合In chapter two, the general model of the optimum investment, consumption and periodical insurance payable at death for life is discussed and its corresponding optimum control question is solved. the optimum strategy can be got through the corresponding hib ( hamilton - jacobi - bellman ) equation. as to the crra ( constant relative risk aversion ), a sort of utility function, indicatively, the optimum investment process, consumption process and the periodical insurance payable at death for life purchasing process can be gained with the feedback form
第二章討論最優消費、投資、定期人壽死亡保險的一般模型，解決了對應的最優控制問題，最優策略可通過求解hjb （ hamilton一jaeobi一bellman ）方程得到，當效用函數為crra （常數相對風險厭惡）類型時，顯式地得到具有反饋形式的最優投資過程、消費過程及定期人壽死亡保險購買過程。Optimal investment consumption model with a higher interest rate for borrowing
含期權的最優投資消費決策On the assumption that all bargaining power was possessed by manufacture, two incentive conditions ( the transfer prices ) were concluded : the incentive condition of the first - best production quantity and the incentive condition of the first - best investment under the first best production quantity
在假定製造商擁有所有討價還價的權力的條件下，從對最優產量的激勵和對在最優產量下最優投資的激勵2個方面得出了激勵條件。Sensitivity analysis to the e ? cient frontier and the optimal solution of the portfolio with lower budge constraint are studied when mean or risk of some security is changeable ; ? the portfolio selection models with the ? xed consumption - income and the continuous - time incomplete information are introduced ? nally
針對帶有投資資金下界約束的m - v證券投資決策模型，我們對其有效前沿和最優解進行了靈敏度分析，得到了當某一證券的期望收益率或風險發生變化時最優投資組合的有效邊界和最優解的變化情況；Taking the listed companies of henan province, this paper makes a scientific and reasonable comprehensive evaluation of their operating achievements as well as a primary analysis of the influential factors of the stock yield, then get the optimal portfolio under the different levels of expectancy yield rate via markowitz portfolio model
本文以河南省上市公司作為研究樣本，一方面用科學、合理的方法對上市公司的經營業績進行了綜合評價，另一方面對股票收益的影響因素進行了初步分析，然後又應用markowitz投資組合模型得出了不同期望收益率水平下的最優投資組合。This paper utilizes stochastic optimal control theory, ito formula in stochastic analysis and nonlinear filter technique to maximize the expected utility from the terminal wealth
本文運用隨機最優控制理論、隨機分析中的it （ ? ）公式及非線性濾波技術，研究投資者極大化終止時刻期望效用的最優投資策略問題。This paper applies the theory of stochastic optimal control to deal with the optimal investment strategy problem for defined - contribution occupational pension scheme, sets up the optimal investment models under the minimum payment loss of the occupational pension funds in the deterministic and stochastic contribution cases respectively, solves the hjb equations to obtain the explicit form solutions of the optimal investment decision and payment polices, and then uses monte carlo simulation for the optimal strategy in the deterministic contribution case
摘要利用隨機控制理論研究繳費確定型企業年金的最優投資策略，分別在固定繳費和隨機繳費情形下，建立基於給付損失最小化的企業年金最優投資模型，通過求解hjb方程得到最優投資策略和給付水平的顯式解，並對固定繳費時的最優策略進行蒙特卡洛模擬模擬。In this paper we give an explicit representation of the growth optimal portfolio for a discrete - time incomplete financial market and then give the price of an option using the numeraire portfolio approach
在這篇文章中我們給出了離散時間不完全金融市場中增長最優投資組合的顯式表達式，然後用計價單位投資組合法給出了期權的定價By comparing optimal target function, the paper shows a concise formula to the valuation of information. in the end, assuming the borrowing rate is bigger than saving rate, the paper provides explicit solutions to both logarithmic utility with partial information and power utility with full information by ito ' s formula other than the complicated dynamic programming. all of the strategies are suitable for operating online
）公式，得到了最優投資決策的簡單計算公式，通過比較完備信息與不完備信息情形下投資者的最優目標函數的差異，得到了（內部交易者獲得的）信息價值的簡潔公式，從而給出了信息價值的精確度量，並且該度量值易於投資者操作使用。However, all existing funds in china utilize the contractual model, and the use of the company structure would require certain amendments to the company law in order to allow open - end funds
在此假定下， capm得出：高風險的資產應為高收益率的補償，投資者的最優投資決策應沿資本市場線進行的結論。Analysis on strategies of the optimal portfolio investment
最優投資組合策略的解析探究In this paper, they discuss the optimal investment problem with more than one investor in single period securities markets, and obtain the optimal solve
摘要討論了單時期金融市場模型的最優投資組合問題，將多個投資者作為一個整體，得到了在同一個效用函數下，使總體期望消費效用達到最大的一般性結果。According to the optional character of the technology innovative projects " investment, the thesis has investigated the choice and decision - making of these projects systemically with the real option theory. the main points of this thesis are as follows : firstly, it compares the similarity between real option of the technology innovative projects and option based on the summary of option pricing theory and systems analysis of these projects and their characters, which can be made as the theory and evidence of the real option approach to value these projects. secondly, based on the synthesized analysis of these projects " option, it sets up three models to value the different real option respectively in these projects such as the delaying option, growing option and multiple option
論文的主要工作有： 1 ）在概述期權定價法和系統分析技術創新項目及其實施過程特點的基礎上，比較了技術創新項目投資與金融期權投資的相似性，作為技術創新項目投資的實物期權評價法的理論與依據； 2 ）在綜合分析技術創新項目投資所具有期權的基礎上，分別建立了技術創新項目投資的延遲期權、增長期權和復合期權模型，並進行了相應的實證研究和比較研究； 3 ）對pindyck的期權定價模型進行了推廣和改進，利用模型探討了投資時機的選擇性及其對投資機會價值和投資決策的影響，並在此基礎上確定最優投資規則，為技術創新項目投資決策提供參考； 4 ）針對定量模型難以規避技術創新項目中組織風險的特點，進一步將定量模型和定性研究方法相結合，對技術創新項目投資評價的實物期權模型進行了改進，使得評價模型更合理。A computation approach based pso for 0ptimal portfolio
的最優投資組合計算方法Duality method of optimal investment policies with consumption
最優投資消費問題的對偶解法Considering the real market conditions, a minimax model with transaction costs as well as no short sales is developed for optimal portfolio selection and the dynamic rules with transaction costs rate changing is analyzed secondly ; ? the structure of m - v portfolio e ? cient frontier and its changes are studied if short sales are not allowed, by adjusting the original securities set such that the m - v e ? cient frontier of new securities set get better ;
考慮到證券市場的實際條件，對存在交易費及不允許賣空的金融市場，建立了選擇最優投資組合的一個新的極大極小模型，並針對各個資產交易時交易費率的變化情況，從理論上研究了最優投資組合的動態變化規律；By utilizing this trial solution, the paper obtains the optimal strategy for the power utility under full information
在投資者具有冪函數效用情形下，運用這種新的試探求解法，本文導出了完備信息下的最優投資策略。分享友人