紹維茨 的英文怎麼說
中文拼音 [shàowéicí]
紹維茨
英文
shovits-
In 1952, h. m. markowitz published an article called " asset selection : efficient decentralization of investment ". he adopted the expectation yield of risk asset, and, at the same time. adopted variance ( or standard deviation ) which represents risk, for the study of selection and combination of asset. this is called the jumping - off point of the modern times asset combination theory by financial circles. after then, william. f. sharpe advanced capital asset pricing model. the study of modern tunes asset combination theory in our country began in 1990 when markowitz and sharpe gained the nobel prize, such as fei fang yu ( 1994 ) and bei duo guang ( 1996 ) published several kinds of bookmakings which introduced modern times asset combination theory, simultaneity, yang gui yuan ( 1995 ), tang xiao wo ( 1994 ) published several articles which discussed the ways how to comformate efficient asset combination in modern times asset combination theory
之後，威廉?夏普（ william . f . sharpe ）又提出了資本資產定價模型。我國對現代資產組合理論的研究是從1990年馬柯維茨和夏普等人獲得諾貝爾經濟學獎開始的，如費方域（ 1994 ）和被貝多廣（ 1996 ）等出版了幾種介紹現代資產組合理論的著作。楊桂元（ 1995 ） 、唐小我（ 1994 ）等發表了不少討論現代資產組合理論中構造有效資產組合理論方法的文章。This paper studies the ways to comfotmate the models of portfolio investment combi - nation, and demonstration analysis, divided into three parts. the first part : exordium. mainly introduces the risk of portfolio investment. the second part : brings forward several kinds of investment combination model, including the traditional markowitz model, multiobjective programming and fuzzy programming. the third part : goes along with the demonstration analysis of each kind of model basted on the shanghai stock market, at the same time, appraises the superiority and inferiority with the single - parameter measurement of tangible achievement. before then, most papers discussed the static models, this paper extends the static models to the dynamic models by the means of weighted moving average and bayes estimation
本文研究了證券投資組合模型的構造方法及其實證分析，分三部分進行：第一部分，緒論，主要介紹證券投資的風險；第二部分，提出幾種投資組合模型，在傳統的馬柯維茨模型及線性規劃的基礎上，本文另外提出多目標規劃的其它解法，並把前人模糊規劃的理論應用到具體的建模中；第三部分，根據我國的滬市行情，對各種模型進行實證分析，並利用實績的單參數度量對各種模型的優劣性進行評價。The congressional enabling act granted seventy - two sections of land " for the use of a seminary of learning ", and all 16th sections, or an equivalent, " to the inhabitants for the use of schools ". the constitution of 1819 provided that " schools and the means of education shall be forever encouraged ". in the execution of this mandate the legislature passed a number of acts regulating the state university and its land grant, the incorporation and regulation of academies, and the management and preservation of the 16th section funds
阿拉巴馬大學系統the university of alabama system成立於1969年，三所成員大學包括塔斯卡盧薩tuscaloosa ，伯明翰birmingham及亨茨維爾huntsville ，這三所四年制大學它有學生41000多入，這里介紹阿拉巴馬伯明翰大學簡科uab ，成立於1969年，十年來該大學辦得不錯，學生人數增加三倍，學科也添增兩倍，獲美國新聞與世界報道選為三級國家級大學，學術聲譽全美排第107名。
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