efficient frontier 中文意思是什麼

efficient frontier 解釋
效率界限
  • efficient : adj. 1. 有效的，有力的；效率高的。2. 有實力的；有能力的，有本領的；能勝任的。adv. -ly
  • frontier : n. 1. 邊疆；邊界，邊緣。2. 新開闢地，邊地；〈美國〉邊疆城市。3. 〈常 pl. 〉（知識等的）尚待開發的領域。adj. 1. 邊疆的。2. 新墾地的，邊地的。
  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. 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。
  3. The paper details the efficient frontier of the model, and analyses the existence conditions of the optimal solutions

    給出了該模型的解析演算法，對最優解的存在性條件進行分析。
  4. Pension fund investment, optimal commission rate, external fund management, efficient frontier

    退休基金投資、最適傭金費用率、基金委外管理、效率前緣。
  5. 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。
  6. The empirical results show that one may reduce risk and increase return of a portfolio, - then improve its performance by constructing efficient frontier on the space of expected return / cvar

    我們的實證研究表明， cvar優化模型通過構造期望收益/ cvar有效前沿，在減少與控制組合的風險以及最大化組合收益方面具有重要的作用，從而可以提高組合的業績。
  7. 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。
  8. 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。
  9. The writer mainly uses the financial ratio analytical method and the most popular approaches in determining the international banking efficiency ? the efficient frontier approaches, in which this paper choose one of the non - parameter approaches, data envelopment analysis ( dea ), to evaluate and analyze the above four banks ’ changes in efficiency before and after mergers during 1999 - 2004, and it also makes an omni - directional comparison from many angles, with quantitative and qualitative analysis

    通過綜合運用財務比率分析方法和國際銀行業效率分析中比較流行的前沿分析方法中的非參數分析方法? ?數據包絡分析法（ dea ）對上述四大銀行在1999 - 2004年間銀行並購效率的變化情況進行了全方位、多角度、動靜態相結合的定量和定性比較分析。
  10. 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。
  11. 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
  12. This discipline focuses on the frontier of energy and power fields development, ties with china ' s economic realities closely and extracts academic issues from engineering practice about the clean and efficient utilization of energy

    本學科重點關注國內外能源與動力學科發展的前沿，密切聯系我國經濟建設實際，從工程實踐中提煉出與能源高效、清潔利用等有關的學術課題。
  13. This discipline focuses on the frontier of the development of energy and power fields, closely tied with china ' s economic realities and extracts academic issues from engineering practice related to the clean and efficient utilization of energy

    本學科重點關注國內外能源與動力學科發展的前沿，密切聯系我國經濟建設實際，從工程實踐中提煉出與能源高效、清潔利用等有關的學術課題。
  14. Furthermore, the efficient frontier derived by the optimal portfolios of stocks selecting by three - dimensions entropy decision making model can fit the efficient frontier of optimal portfolios derived from the whole stocks. the three - dimensions entropy decision making criteria can help investors select a proper number of suitable stocks to make portfolio. secondly, we produce entropy weighting double points method by combining entropy weighting method and double points method

    其次，將熵權法與雙基點法相結合產生熵權雙基點法，給出了該方法詳細的思路和運算步驟，並將其應用在股票投資價值評價中，通過對六隻鋼鐵產業類股票的實證分析表明，熵權雙基點法在比較股票間相對投資價值時具有較大優勢，基本上能夠如實的評價待評股票的投資價值，為投資者進行投資決策提供良好可靠的建議。
  15. Taking variance as the risk measure, the e - v model is established. the solution and property of efficient frontier with or without short sale constraint is analyzed

    以半方差為風險度量標準，建立了證券組合投資的e - sh模型，並探討了其求解方法。
  16. 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。
  17. 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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