portfolio problem 中文意思是什麼
portfolio problem
解釋
證券問題-
The problem of valuation for american options is extended to deal with both constrained portfolio and different interest rates for borrowing and lending
在金融資產的定價中，另一類重要問題是期權定價。 -
In the 4th section we study the optimal consumption and portfolio wher e the stock price with mixed jump - diffusion process, and get the explicit solution of this problem with maximum expected uti1ity ( uti1ity function with constant coefficient and risk averseness ). in the 5th section of this thesis give an concrete example, consider optimal consumption and investment tactics with jump events, and get the optimal consumption and portfolios under maximize expected utility ( risk detesting utility function with constant coefficient etc. )
第四章考慮了股票價格的動態過程基於復合跳躍? ?擴散過程下的最優消費及投資策略，並求出了期望效用（常系數風險厭惡型效用函數）最大化下的最優消費和投資組合。第五章考慮了由於外部事件的影響導致股票價格的動態路徑出現跳躍時的最優消費及投資策略，並求出了期望效用（常系數風險厭惡型效用函數）最大化下的最優消費和投資組合。 -
On portfolio problem contained fuzzy profit rate
收益率為模糊數的投資組合問題的討論 -
Multistage stochastic programming model for the portfolio problem of a property - liability insurance company
財產保險公司投資組合問題的多階段隨機規劃模型 -
In the 3rd section we introduce how to use mathematical model to study financial problems, whose assets running on mixed jump - diffusion process, first we get the famous non - linear feynman - kac formula by fbsde, then let the solution of the bsde be a investor ' s utility function, and it ' s the so - called recurse utility function. second, we can prove that this utility function is a continue viscosity solution of the variation inequality which we get above, and we get the comparison theory. third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the american option
第三章介紹了利用金融資產價格運行基於復合跳躍? ?擴散過程的數理模型來研究金融經濟問題，通過結合運用正倒向隨機微分方程，推導得到著名的非線性feynman - - kac公式，並且將相應的倒向隨機微分方程的解記為投資者的值函數，這也就是通常所說的效用值函數；接著我們可以證明此效用值函數為某一偏微積分變差不等式的連續粘性解，並且得到了比較原則；這些結果可以應用到金融領域用於消費投資組合的選擇或是美式期權的估值。 -
In this paper, the problem of portfolio selection containing the asset without risk is discussed when the anticipated rates are fuzzy numbers
摘要從模糊性的角度考慮選擇存在無風險資產的投資組合問題，對于收益率為模糊數的情形，在每一置信水平上，以偏離中心值的程度作為風險的度量。 -
In addtion, we introduce some new methods and theories for solving systems of nonlinear least square problems. a new levenberg - marquardt method is produced to solve the high dimemsion portfolio selection models, we can solve the problem quickly and get better results than before
此外，在本篇論文中，我們還介紹了求解非線性最小二乘問題的一些最新方法，並將levenberg - marquardt方法推廣到組合證券投資模型中，得到了一種新的求解組合證券投資模型的解的新演算法，並分析了其收斂性，得到了較好的數值結果。 -
We sets up a multi - factor model of portfolio choice with benchmark by introducing the multi - factor model of securities return into the multi - factor model for investment with benchmark portfolio, studies its solution and the problem on setting value of controlling parameter in the model
摘要將證券收益的多因素模型引入基於市場基準的投資決策模型，建立了基於市場基準的多因素證券組合投資決策模型，研究了模型的解和模型控制參數值的選取問題。 -
Because results of the cvar optimization model can be obtained by solving a linear programming ( lp ) problem, the model can deal with optimization problems of a portfolio with hundreds of instruments
由於該模型可以用線性規劃求解且輸入參數較易獲得，從而可以處理包含大量證券的投資組合。 -
I claim in the website that has hypostatic store saw good clothing, contact load to take then, gross 375 yuan, the following day i collected money to go ( collect ) with cash directly, i made a telephone call immediately, customer service said to odd was not collected when i collect money in the evening that day, and their company portfolio is too large, check very hard without what collect odd, my zhang brings into the likelihood inside company boss account, i call him to call a boss to check, he says the boss wants ability of next month base to handle, i consider the power that their manager did not audit accounts in fact this kind of case also can appear, check my zhang very hard, the problem is he says to want me to collect many similar fund to add an odd again, the system can show the money that i collect, if want me to collect 375. 25 yuan again, collected them to return my money reappearance money so, i ask him this is what principle, he says is " of business of mobile phone of " odd inquiry, after all does industrial and commercial bank have such business
我在一間自稱有實體店的網站看了不錯的衣服，於是聯繫上客服，總共375元，第二天我匯了錢過去（直接用現金匯） ，我馬上打了一個電話過去，那天晚上客服說我匯錢時沒有匯到零頭，而他們的公司業務量過大，沒有匯零頭的很難查到，可能我的賬納入到公司老闆賬戶裏面，我叫他叫老闆查，他說老闆要到下一個月底才能處理，他們經理沒有查賬的權力我想事實上這種情況也會出現，很難查到我的賬，問題是他說要我匯多一筆同樣的錢再加個零頭，系統就會顯示出我匯的錢，如要我再匯375 . 25元，這樣匯了他們就返回我的錢再發貨，我問他這是什麼原理，他說是"零頭查詢手機業務" ，究竟工商銀行有沒有這樣的業務 -
The mean - variance portfolio selection problem with stock price jump
方差目標下的證券組合選擇 -
In the fifth chapter, three assessment methods are brought forward based on the characteristics of physics curriculum. they are the bedded - in - teaching processes assessment, the portfolio assessment and the performance assessment of physics problem research. in the sixth charpter, the practices of dsape are discussed
在第五章，結合中學物理課程特點，提出三種比較切實可行的發展性學生評價的方法：嵌入教學過程的發展性學生評價法、檔案袋評價法、物理課題任務的表現性評價法。 -
A riemannian geometry underlying stochastic algorithm for log - optimal portfolio problem with risk control
最優投資組合問題的一個黎曼幾何隨機演算法 -
Assuming that the rates of return obey normal distribution, chapter 4 combines the advantages between the mean - var model and the chance - constrained programming model and presents a chance - constrained mean - var portfolio problem with short selling, which is determined by expected rate of return and confidence level
以此可作為投資管理參考的依據，具有一定的實際意義。本文第四章提出了在允許賣空時的機會約束下的均值? var模型，它是以期望收益率與置信水平為導向的。 -
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。 -
That appears to be a problem, because when valuating a company ' s worth based on its brand - asset portfolio, many elements differ from company to company
這里出現了一個問題，每個公司在根據品牌資產來評估偶一公司的價值時，所涉及的元素互不相同。 -
With the continuously consummation of china capital market and extend of organization investment scale, the securities investment portfolio has been an advanced problem in recent years
隨著我國資本市場的不斷完善和機構投資規模的不斷擴大，證券投資組合已經成為近年來的前沿研究課題。 -
On the other hand, the selection of the collected songs for a selected album is also a portfolio decision problem that is seldom addressed in literature
特別是如何從某位歌手幾十首歌曲中選擇十首或二十首以收錄于精選輯是困難的組合決策問題。 -
One kind of optimal international security investment portfolio and consumption choice problem
一類國際證券投資組合和消費選擇的最優控制問題
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