有效邊界 的英文怎麼說

中文拼音 [yǒuxiàobiānjiè]
有效邊界 英文
efficient frontier
  • 有 : 有副詞[書面語] （表示整數之外再加零數）: 30 有 5 thirty-five; 10 有 5年 fifteen years
  • 效 : Ⅰ名詞（效果; 功用） effect; efficiency; result Ⅱ動詞1 （仿效） imitate; follow the example of 2 ...
  • 邊 : 邊Ⅰ名詞1 （幾何圖形上夾成角的直線或圍成多邊形的線段） side; section 2 （邊緣） edge; margin; oute...
  • 界 : 名詞1 （相交的地方; 劃分的界限） boundary 2 （一定的范圍） scope; extent 3 （按職業、工作或性別等...
  • 有效 : effective; valid; efficacious
  • 邊界 : boundary; frontier; border; borderline; edge range line; periphery
  1. The first part is introduction, presenting this paper ' s structure, research background and so on ; the second part introduces some issues relating closely to risk, the tangency point between indifference utility curve and efficient frontier is the optimal portfolio ; the third part explores risk evaluation, this part begins with some risk factors affecting security ' s price and return, then analyzes the methods evaluating degree of risk, finally, introduces a more popular method of risk evaluation - - var ; the forth part expounds risk management, this part studies some risk control strategies correspond to specific risk mentioned above ; the last part put forward some advice contrapose issues existed in risk management in china

    第一部分為緒論，介紹本文的相關背景；第二部分是與風險相關的幾個問題，等效用曲線與有效邊界的切點是投資者選擇的最佳投資組合；第三部分是風險衡量，該部分首先分析了證券與股票所面臨的風險，然後對債券和股票分別介紹，最後介紹了目前比較流行的風險衡量方法? ? var方法；第四部分為企業風險管理，這里針對上文所述的風險提出相應的風險控制策略；第五部分針對目前我國風險管理中存在的問題提出了幾點建議。
  2. Two methods are brought forward to obtain the optimal solution after gained the efficient solution : one is letting the non - discrimination of specific investor and the efficient borderline have a common tangent at a point, and this point is the optimal solution ; the other gains optimal solution basing on safety - first method

    在得到有效解后，本文提出採用兩種方法來獲取最優解：第一種方法是採用特定投資者的無差異曲線與有效邊界相切的方法得到最優解；第二種方法是採用安全第一方法來獲得最優解。
  3. The cml is considered to be superior to the efficient frontier since it takes into account the inclusion of a risk - free asset in the portfolio

    Cml被認為對有效邊界來說是更高級的，因為它考慮到了投資組合的無風險資產的內容。
  4. 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；
  5. Finally, with tobin ' s " separation theorem ", we introduce the transaction cost into the efficient frontier and t he effective efficient frontier is obtained. and a quadratic utility function is applied to demonstrate that maintaining a suitable level of transaction cost in the current chinese stock market is important to the equilibrium of the chinese stock market and the risk control of the individual asset

    本文的第四部分，引用托賓的「分離定理」 ，通過加入交易成本，區分了名義有效邊界和實際有效邊界，指出了交易成本調整對我國股票市場均衡影響的作用機制，並引入了效用函數，實證研究了交易成本適度對我國股票市場均衡和個人資產風險水平控制的重要意義。
  6. The cml is derived by drawing a tangent line from the intercept point on the efficient frontier to the point where the expected return equals the risk - free rate of return

    Cml來自於從有效邊界上的截取點到預期回報等於無風險回報率的點畫一條切線。
  7. Following, making development study from the three directions : the first one is how to reduce calculation when to use markowitz model. this text has improved the efficient frontier of markowitz model utilizing free risk assets, and reduced calculation about revenue rates " co - variance matrix utilizing single or multiple factors, and so on. the second one is to add thinking factors about, such as transaction fee, fund limitation, lowest transaction unit ' s limitation, risk measures and exchange rate risk of international portfolio securities, so as to make markowitz model closer to our country ' s practice

    接著，分三今方向對markowitz模型進行了拓展研究：第一個方向是運用markowitz模型時如何減少計算量，本文利用無風險資產來改進markowitz模型的有效邊界，利用單因子或多因子模型來減少收益率協方差的計算量等等；第二個方向是增加考慮因素，諸如交易費用、資金限制、最小交易單位限制，風險測度和國際組合證券的匯率風險，使markowitz模型更貼近我國的實際；第三個方向是對markowitz模型進行動態拓展研究，提出了將證券收益率看成是隨機序列時的投資決策模型，深入研究了m ? v有效邊界隨資產品種數增加而發生的漂移，並用解析方法和幾何圖形描述了漂移的軌跡和方向。
  8. Strategic alliance and the fuzzy dynamic effective border of firm

    戰略聯盟與企業模糊動態有效邊界
  9. Study on the efficient frontier of portfolio under financing constraints

    融資約束條件下投資組合有效邊界研究
  10. 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
  11. Decision - making model for optimization of loan ' s portfolio based on efficient boundary

    基於有效邊界的貸款組合優化決策模型
  12. The relationship between the investment decision - making with probability criterion and the effective frontier

    概率準則下的投資決策與有效邊界間的關系
  13. After the firm arrives to the effective boundary, it is threatened by the outside environment where the competition is fierce. then take anti - takeover

    企業達到了有效邊界后，由於企業競爭激烈，企業邊界的均衡受到外在的威脅，採用反收購是不錯的選擇。
  14. The paper firstly defines the firm ’ s effective boundary when the organizing cost in the firm equals the transaction cost in the market according to the concept of the firm ’ s boundary

    本文首先藉助企業邊界概念，得出企業有效邊界是「企業內部組織成本與市場交易成本相等」時的邊界。
  15. 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。
  16. 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。
  17. Moreover, i make the positive analysis with the actual date of our security market. by means of quadratic programming, i get the efficient convex and portfolio at the point of tangency. through the aggression, i get the portfolio of sim at the point of tangency

    在此基礎上使用我國證券市場的實際數據，運用二次規劃方法求解了馬柯維茨有效邊界和切點組合；用回歸的方法求解了單指數模型的切點組合；用二步回歸的方法初步檢驗了資本資產定價模型；使用三業績指數，對我國的基金進行業績評級。
  18. In this thesis, mathematical induction of portfolio means - variance model and capm are introduced, and a brief introduction is given to the model of capm and apt under nonstandard situation meanwhile the practical meaning of each model is explained from the angle of economics

    論文介紹了組合投資均值一方差模型有效邊界和capm的數學推導，簡要介紹了非標準狀態下（即標準capm的假設條件減弱的條件下）的capm和apt模型，從經濟學角度解釋了各模型的實際意義。
  19. Furthermore, we examine the efficient frontier in the shanghai, shenzhen and the closed - end fund market. the efficient frontier in shenzhen is superior to the shanghai efficient frontier characterized with higher return and higher volatility

    在股票市場和基金市場的有效邊界實證分析中，我們比較了上海、深圳股票市場以及證券投資基金市場的有效邊界。
  20. Based on e - v model, empirical analysis on sample stocks of shanghai 30 index is made. according to the model, efficient frontier is plotted and optimum proportion is worked out. we can find that risk is reduced to the lowest level as result of investing to 9 stocks

    在e - v模型的基礎上，針對我國證券市場上證30指數的指標股為對象進行實證研究，以周收益率為基準，計算出有效邊界，得出最優投資比例，結果表明，只需要將投資分配于其中的9隻股票，就可以將風險降低到最低限度。
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