組合投資方法 的英文怎麼說
中文拼音 [zǔgětóuzīfāngfǎ]
組合投資方法
英文
portfolio approach- 組 : Ⅰ名詞1 (由不多的人員組成的單位) group 2 (姓氏) a surname Ⅱ動詞(組織) organize; form Ⅲ量詞(...
- 合 : 合量詞(容量單位) ge, a unit of dry measure for grain (=1 decilitre)
- 資 : Ⅰ名詞1 (錢財; 費用) money; wealth; expenses 2 (資質) intelligence; endowment 3 (資格) quali...
- 方 : Ⅰ名詞1 (方形; 方體) square 2 [數學] (乘方) involution; power 3 (方向) direction 4 (方面) ...
- 法 : Ⅰ名詞1 (由國家制定或認可的行為規則的總稱) law 2 (方法; 方式) way; method; mode; means 3 (標...
- 組合 : 1 (組織成為整體) make up; compose; constitute 2 (組織起來的整體) association; combination3 [...
- 方法 : method; means; way; technique; process; procedure; plan; device; recipe; fashion; tool; maneuver
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This paper starts with interrogatory with capm ; analyzes the most basic risk concept, the risk expression method ; clarify the concept of systematic risk with idiosyncratic risk ; questions about marketing portfolio, diversification investment. then, we accept the capm as a reasonable first order approximation
本文的思路是先破后立,將研究的起點放在對capm的質疑上,從分析最基本的風險概念、風險的表示方法入手,層層抽絲撥繭,對系統性風險與非系統性風險的劃分、市場組合、組合投資等概念提出疑問。In the author ' s view, individuals should undertake part of the social securing cost. meanwhile, the author also puts forward some useful means to help find the optimism investment portfolio finally, the essay brings up a series of proposal which are useful to the operation of social securing fund based on the correlated theories and foreign countries " experience in the operation of the social securing fund
其次,在遵循公平與效率原則下,運用線性回歸模型預測我國社會保障基金的需求量與供給量,並與基金實際收入進行比較,結合我國養老保險、醫療保險現採用的「統賬結合」部分積累基金籌集模式,認為個人應該承擔一定比例的社會保障費用,並且通過資產組合理論為尋找最佳投資組合提供方法。A interactive approach to portfolio selection with transaction costs
一種有交易費用的互動式組合證券投資方法The two - folded portfolio theory and the mathematical model on insurance company capital portfolio which have been put forth in this dissertation have a reference value on the investment and the insuring
總之,本文所改進的二重投資組合理論方法及所創建的保險公司資產組合的數學模型可為投資和承保活動所參考。The author uses three classical portfolio theories, portfolio selection, capital assets pricing, arbitrage pricing and the economics together with the operational procedures to create a new portfolio method which is to construct a high level portfolio first, then a low level one and finally combine them into a two - folded portfolio. the author in this dissertation makes an application of the new method over the capital market to show its advantages in use
本文針對現代投資組合理論方法的不足,並在系統梳理三大投資組合理論的基礎上,融進現代經濟學理論,結合實踐中的具體操作步驟,將現代投資組合理論方法分解為:先構建高層次類別的投資組合,然後建立低層次類別的投資組合,最後復合成二重投資組合,通過在資本市場上的理論應用,旨在說明二重投資組合理論方法具有的優勢所在。Portfolio selection method under investor ' s fuzzy stochastic risk preference
模糊隨機風險偏好下的證券投資組合選擇方法The next chapter is the evaluation method of investment performance. the evaluating mathematics model of chinese investment fund of stock performance is established based on portfolio theory & the capital pricing model which has been discussed in the second chapter. the fourth chapter is the empirical researches
第三章是證券投資基金績效的評價方法,首先介紹了資本資產定價模型,市場證券組合和資本市場線,然後是在第二章組合投資理論和資本資產定價模型基礎上,建立了評價我國證券投資基金績效的數理模型。Chapter four control the stock investment risk, aims at the different types of risks discussed above, has constructed a systematic scheme to control the investment risk effectively. firstly, it utilizes basic analytic approach, the technological analytic approach and index system of the risk measurement to control individual stock ' s unsystematic risks in minimum ; secondly, it uses modern investment theory to dispel the unsystematic risks through combination investment. finally, our country should introduce the stock price index futures and so on in good time, utilize stock price index futures to hedge the stock portfolio and control the systematic risks of the stock portfolio, thus can finally realize the effective systematic controls on stock investment
第四章「證券投資風險的控制」 ,針對前面討論的不同種類的風險,構造k碩士學位論文物篇夕m引皿』 s 」 l 」 i壓引s一了個有效控制投資風險的系統方案:首先,利用基本分析法、技術分析法和風險度量指標體系,將單個證券的非系統性風險控制在最小;其次,利用現代投資理論,通過組合投資來消除非系統性風險;最後,我國應適時推出股票指數期貨等衍生余融工具,利用股指期貨對證券組合進行套期保值,就能控制證券組合的系統性風險,最終實現對證券投資風險的有效系統控制。Method of the establishment for efficient boundary of the stocks combination investment
確定證券組合投資有效邊界的方法研究Then, the e - sh model in which risk is measured by semi - variance is proposed. var is a newly emergent method for risk measure. the pilot study about var - based portfolio model is done
Var作為一種新興的風險度量方法,提出了基於var的證券組合投資決策模型,並利用臨界線方法對其求解,分析有效邊界的性質。A method on optimal proportional reinsurance by portfolio theory
用組合投資理論確定最優比例再保險的一個方法A computation approach based pso for 0ptimal portfolio
的最優投資組合計算方法Based on the decision tree method of the portfolio investment, in chapter 4, the thesis proposes the improved decision tree method, and discusses how to use this method to select and rank the alternatives of the portfolio investment
第四章以證券組合投資問題的傳統決策樹方法為基礎,提出了一種改進的決策樹求解方法,並對證券組合投資問題的決策方案進行了選擇和排序Securities investment funds is through the sale of fund shares, many investors will be the funds together to form independent assets from the trust fund trustees, fund managers and management to portfolio approach to a securities investment interests sharing, sharing risks and collective investment
證券投資基金是指通過發售基金份額,將眾多投資者的資金集中起來,形成獨立資產,由基金託管人託管,基金管理人管理,以投資組合的方法進行證券投資的一種利益共享、風險共擔的集合投資方式。An optimal portfolio selection model under constraints of both var and risk - free investment
約束和無風險投資的證券組合選擇方法Fuzzy programming method of security portfolio
證券組合投資的模糊規劃方法Thirdly, utilizing the five measures of risk control in the risk management methods : risk avoidance and prevention, risk dispersion, risk transferring, risk compensation and risk resistance, it carries out concrete measures of risk management and presents some suggestion to venture capital investment in china. fourthly, by analyzing a case of risk management in a venture capital firm, the reasonability and practicability of the argument in the thesis is empirically verified
第三,結合風險控制的五種方法:風險規避和預防、風險分散、風險轉移、風險補償、風險抑制,提出在風險投資中具體的控制風險的方法和風險管理措施:通過科學的評估決策程序和方法實現對風險的規避和預防,運用組合投資、聯合投資等策略分散投資風險;採用合理的分批投資方式以及恰當的和約條款達到對風險投資風險的抑制和轉移。The second chapter explains portfolio theory, focusing on its basic concepts & methods. according as the rules of er _ a, select the best portfolio of investment and confirm efficient portfolio
第二章闡述了組合投資的理論和方法,包括組合理論中常用的一些基本概念,其中一些概念來源於統計學,並且介紹了按照er _準則,如何選擇最佳投資組合,確定有效邊界。In this paper, it is discussed that the portfilio model can charge into linear complementarity problem using kucker - tucker theorem, and we propose a pivoting method and present a method to solve the high - dimension portfolio problem. we also make some computational experimence. our computing illustrates that our methods are efficient and reliable, which can help the investor make decision in practice
本文基於組合投資模型的特點,利用kuhn - tucker條件將其轉化為線性互補問題,提出了求解高維數組合投資問題的轉軸方法,並結合具體實例進行數值模擬得到了預期的結果,幫助投資者進行決策分析,從而理論聯系實際,直接將理論應用到實踐中。Entropy theory is called by einstein as primary principle of science. the application of entropy theory in portfolio investment decision is researched in this paper. firstly, three - dimensions entropy measure criteria for risk based on shannon information entropy is studied
本文研究了被愛因斯坦稱為「整個科學的首要法則」的熵理論在證券投資決策中的應用,首先對其中的shannon信息熵以及以此為基礎的風險的三維熵式度量法進行了深入的研究與分析,將該方法應用於組合投資決策中,建立了證券投資的三維熵式決策模型。分享友人