market portfolio 中文意思是什麼

market portfolio 解釋
投合
  • market : n 1 （尤指牲畜和食品的）集市；市場；菜市，菜場。2 需要，銷路；推銷地區。3 市價；行情，市面，市況...
  • portfolio : n. （pl. portfolios）1. 紙夾；文件夾；公事包。2. 部長[大臣]的職位。3. 〈美國〉有價證券一覽表[明細表]；（保險）業務量[業務責任]。4. （藝術家等的）代表作選輯。
  1. The thesis, somehow, is a summary, which expounds the main contents of traditional portfolio theory ( tpt ) and mpt, also gives a comparison between tpt and mpt ; analyses two aspects of markowitz theory, one is the effects of risk disperses and the demonstration, the other is how to make an optimal portfolio strategy ; researches into capital assets pricing model ( capm ), factor model ( fm ) and arbitrage pricing theory ( apt ) respectively in three parts ; studies another two parts, one is the premise of mpt, which is the efficient market hypothesis ( emh ), the other analyses the behavior finance theory ( bft ) produced in the background of challenging and querying to emt and capm. the thesis finally discusses the researching and applying prospects of mpt in china

    論文對現代資產組合理論與傳統資產組合理論分別進行了分析，並對兩者進行了比較研究，對馬克維茨的均值? ?方差理論從資產組合風險分散效應和最優資產組合選擇兩方面進行了重點分析，對資本資產定價模型、因素模型、套利定價理論進行了一定深度的分析和研究，對現代資產組合理論的前提假設? ?有效市場理論及在對有效市場理論和資本資產定價模型形成挑戰和質疑背景下提出的行為金融理論進行了論述，論文最後分析了現代資產組合理論在我國的研究及其應用的廣闊前景。
  2. We found the model which established by fama and french is suitable for chinese stock market. then we test the so - called ‘ new - year effect ’. we drew the conclusions that the m / l and b / l portfolios have the ‘ january effect ’ and the m / m portfolio has the ‘ february effect ’. the coefficient of three - factor model is an important systemic risk guideline of investment object

    對f / f的三因素模型的應用而言，模型的擬合程度，模型回歸系數的顯著性以及在動態投資過程中，模型回歸系數的穩定性等對模型的實際應用起到非常重要的作用。
  3. The job holder is responsible for the revenue generated from a geographically assigned sales territory ( or business portfolio ), by servicing and retaining existing customers and targeting new business opportunities across all products offered by dhl - sinotrans, closely cooperating with other dept to explore the dhl market share and dhl brand advantage promotion activity

    該職位負責本人所屬的按地理位置來劃分的銷售路區所屬的（或專門的客戶群下的）客戶收入，通過銷售中外運-敦豪公司的所有產品）為客戶提供服務，維護現有客戶，發現新客戶，完成預算收入，同其它部門密切合作，開拓dhl市場份額及全球品牌的優勢推廣。
  4. Suggest an optimal portfolio, reduce the risk of an investment, ensure that an assembly of parts work together, reduce time to market, etc. analytics applications exist in many industries including, but not limited to, the following

    ） ，建議最好的證券，降低投資的風險，確保將各部分一起協調工作，縮短上市時間等。分析應用程序在很多行業中都存在，其中包括以下行業（但不僅僅局限於這些行業） ：
  5. 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
  6. European labels, such as geox, impronte and stonefly were added to the group s customer portfolio, and previous market development efforts in europe have begun to crystallize into more significant orders from new customers like elefanten

    集團的客戶名單中加進了geox impronte及stonefly等歐洲品牌。過去集團在歐洲市場的耕耘開始取得回報，像elefanten等歐洲新客為集團帶來了更可觀的訂單。
  7. Therefore, they require a higher return from the market portfolio than from treasury bills

    所以，他們要求從市場投資組合得到一個比短期國庫券更高的回報率。
  8. In figure 8. 7 we have plotted the risk and expected return from treasury bills and the market portfolio

    在圖形8 . 7中我們標出了短期國庫券和市場投資組合的風險和期望回報率。
  9. The capital asset pricing model ( capm ) demonstrates that the market portfolio is essentially the efficient frontier

    資本資產定價模式capm證明市場投資組合本質上是有效的邊界。
  10. 24of course, the market portfolio may turn out to be one of the factors, but that is not a necessary implication of arbitrage pricing theory

    24當然，市場投資組合可能會是因素之一，但是那不是套利定價理論的一個必需的潛臺詞。
  11. In the past portfolio modeling work, the single index model has been used continually, which is based on the suppose that securities yield is simple correlation with market portfolio ( or coefficient ft used to describe securities market risk ), but if above suppose is true and if the investment portfolio is effective

    在實際建立證券投資組合時，使用較多的是計算簡單易行的單指數模型。單指數模型是建立在證券收益率只與市場組合（或者衡量證券系統風險的系數）簡單相關的假設條件之上的，但是這樣的假設是否成立，從而據此建立的投資組合是否有效呢
  12. On the other hand, the ipos can averagely get a positive abnormal return over market portfolio between september and december, which means ipos can obtain better return in every last - half year relatively. 5 ) higher exchanging rate of the first circulating day for an ipo can not obtain a higher medium and long return, and it even has a negative relationship with the later

    就股票價格的影響因素而言，發行后每股收益、發行后每股凈資產特別是bm比率、流通股數尤其是流通市值、總股本或流通盤占總股本比例、行業屬性等在較長的時間內對新股的二級市場收益有明顯的影響。
  13. In a relative lower position of the market index or the last period of a " bear ", larger - size ipos can get better return than market portfolio, while in a relative higher position of the market index or the initial period of a " bear ", smaller - size ipos can get better return than market portfolio. small - firm effect is obviously existed for new issues. 4 ) as for the ipos return of every month in a year, the returns of march, april, june are generally get the highest three ranks among all 12 months

    實證表明：新股二級市場中長期收益表現顯著好於市場組合，上市后第二和第四年超常收益增加顯著；新股二級市場的中長期收益基本呈現右偏的尖頂峰分佈形態；新股上市后存在短期內反應過度的特點，新股中長期的高超常收益主要由中小型市值的股票貢獻，故我國股市基本屬于資金推動型的市場，並存在中小盤股票的嚴重高估和投機性炒作問題。
  14. We have made very good progress in achieving a balanced market portfolio

    我們在均衡市場組合方面取得良好進展。
  15. Markowitz ' s mean - variance model indicates that the optimum risk asset being the market portfolio

    Markowitz的均值-方差模型表明，投資者的最優風險資產為市場投資組合。
  16. But there are so many stocks in the market but investors with only limited capital that it is not practical to invest in the market portfolio

    但是市場上股票數量驚人，而投資者的資金有限，因此對市場投資組合進行投資是不現實的。
  17. Clearly you should use the currently expected rate of return on the market portfolio ; that is the return investors would forgo by investing in the proposed project

    很明顯你應該用市場組合的當前期望回報率；那就是投資者因投資建議的項目而將放棄的回報。
  18. We will say that it has the same degree of risk as the market portfolio, although this is speaking somewhat loosely, because the index does not include all risky securities

    我們會說它與市場組合有相同程度的風險，盡管這么說有點不嚴格，因為指數沒有包括全部的有風險的證券。
  19. This raises an important question : the market portfolio is made up of individual stocks, so why doesn ’ t its variability reflect the average variability of its components

    這就引發了一個重要的問題：市場組合是由個別股票所構成，所以為什麼其變異性沒有反映其構成部分（個別股票）的平均變異性？
  20. Arbitrage pricing theory doesn ' t tell us what the underlying factors are ? unlike the capital asset pricing model, which collapses all macroeconomic risks into a well - defined single factor, the return on the market portfolio

    套利定價理論沒有告訴我們潛藏的因素是什麼?不象資本資產定價模型，將所有宏觀經濟風險塌縮於一個充分定義的單一因素，市場投資組合的回報率。
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