expected return of a portfolio 中文意思是什麼
expected return of a portfolio
解釋
證券組合期望收益-
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。 -
Based on factors such as personal expected return, acceptable risk level, transaction costs involved and preference on regional investment allocation, portimizer will come up with the most appropriate investment portfolio proposal or a re - balanced investment portfolio proposal that suits your investment goals. what s more, the system can generate investment suggestions that perform better than a particular investment index of your choice e. g. hang seng index
共同研發的投資智庫系統,可按個人風險承受能力預期回報率交易徵費及選擇投資的地區分佈等考慮因素,為投資者建議最理想的投資組合併針對所持有的投資組合進行優化重組,甚至以香港恆生指數或外國股票市場指數為指標,設計出比指標回報更高的投資組合。 -
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。
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