selection portfolio 中文意思是什麼
selection portfolio
解釋
選區文件夾-
A portfolio selection model on copula - garch - evt based and its hybrid genetic algorithm
的資產組合選擇模型及其混合遺傳演算法 -
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 -
Specially, based on risk - metric and factor variables, the author discusses multi - factor asset pricing model. in theoretical analysis, the author attempts to release the assumption of index ' s random walk, proves a portfolio selection model suitable for the linear index level moreover, based on assets un - exchangeable, the author brings forward asset pricing models for b - shares, h - shares and non - circulated - shares. the author also brings forward multi - factor asset pricing model based on risk - metric indices, such as coefficient of beta, standard variance, standard semi - variance, average absolute deviation, value at risk, and factor variables, such as circulated market equity, exchange ratio, short - term historical return
在理論分析時，作者嘗試放鬆指數水平滿足隨機遊走過程的假設，推導出指數水平呈線性趨勢的資產組合選擇模型；此外，作者基於資產不可交易這一假設，提出了b股、 h股和非流通股等情形的資產定價模型，並基於系數、標準差、標準半方差、平均絕對離差和風險價值等風險度量指標以及流通市值、換手率、短期歷史收益率等因素變量提出了四因素資產定價模型。 -
On the one hand, the author discusses markowitz ' s mean - variance portfolio selection model, single - index portfolio selection model, and simplified model of optimal portfolio selection. at the same time, based on the rules of optimal portfolio selection and other risk - metric indices, the author also discusses mean - absolute deviation model, mean - semivariance model and mean - value at risk model. on the other hand, the author discusses the asset pricing model, including the capital asset pricing model ( capm ), the multi - factor asset pricing model, and the arbitrage pricing model ( apt )
一方面，作者討論了馬科維茲的均值-方差資產組合選擇模型、單指數資產組合選擇模型、最優資產組合選擇的簡化模型，同時根據最優資產組合選擇原則和其他風險度量指標，討論了均值-絕對離差、均值-半方差和均值-風險價值資產組合選擇模型；另一方面，作者討論了資產定價模型，包括多因素資產定價模型和套利定價模型，特別是在四種因素變量的基礎上，探討多因素資產定價模型。 -
In, it is discussed how to estimate the profit expection and risk of portfolio by time series, and that the portfolio investment model can be made by the variance of portfolio selection random profit
在1中，我們首先介紹了如何利用時間序列預測法估計證券的預期收益率和風險，然後以投資組合隨機收益率的方差作為投資的風險度量，建立起投資組合模型。 -
This paper constructed a new index : risk - return tradeoff ratio ( rrtr ), for portfolio selection, based on a premise that the reason of investors bearing the risks is to gain the super returns
本文根據投資者冒風險是為了獲得超過無風險收益的超額收益這一基本假定，構造了風險收益抵換率這一指標作為投資者進行資產選擇的基礎。 -
Then we do with portfolio selection model with transaction cost
我們再討論有交易成本的投資組合模型 -
A interactive approach to portfolio selection with transaction costs
一種有交易費用的互動式組合證券投資方法 -
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； -
At first we compare some kinds of investment loss function, analyze their defects and take the eignvalue of covariance matrix as the measurement of investment risk, the principle component as the information of investment market, sn and cv of the principle component as balance relationship between the profit and risk. then different portfolio selection indexes are given, and new portfolio selection models are presented, which are different from h. markowitz model. at last an example is also given
本文首先比較了幾種常用的投資損失函數，在分析它們的缺陷與不足的基礎上，提出了採用收益率的協方差矩陣的特徵根刻畫投資的風險；用主成份綜合反映證券市場的信息；分別採用主成份的差異系數與信噪比反映投資組合的期望收益率與風險之間的均衡關系，並以此作為投資組合損失最小化與收益極大化的指標；得到了不同於h -
Because empirical distributions of rates of return on risky securities have characters of skewness and excess kurtosis, this article puts forward studying portfolio selection model conditional on non - normal stable distributions
摘要針對風險證券收益率的經驗分佈所具有的偏態和過度峰態等非正態分佈特徵，提出在非正態穩定分佈條件下研究投資組合模型。 -
In detail, some main concepts in this thesis are defined in theoretical parts, and besides, the outline of portfolio selection theory and capm are presented in these parts
具體到研究各章，本文先是在理論部分概括性地描述了文中將涉及的主要概念，然後在馬克威茨資產選擇理論基礎上勾勒出capm的輪廓，並在原理上討論了實證研究的基本思路。 -
Our fund selection specialists and portfolio managers put together for you portfolios entirely composed of mutual funds
我們的基金選擇專家和證券投資經理會為您設立完全由共同基金組成的投資組合。 -
The author uses three classical portfolio theories, portfolio selection, capital assets pricing, arbitrage pricing and the economics together with the operational procedures to create a new portfolio method which is to construct a high level portfolio first, then a low level one and finally combine them into a two - folded portfolio. the author in this dissertation makes an application of the new method over the capital market to show its advantages in use
本文針對現代投資組合理論方法的不足，並在系統梳理三大投資組合理論的基礎上，融進現代經濟學理論，結合實踐中的具體操作步驟，將現代投資組合理論方法分解為：先構建高層次類別的投資組合，然後建立低層次類別的投資組合，最後復合成二重投資組合，通過在資本市場上的理論應用，旨在說明二重投資組合理論方法具有的優勢所在。 -
The investment funds and its performance has arrested the the public concerns and the scientific fields recently. as a new investment method and system, the investment funds is of benefit to reducing the transaction costs and improving the investment, so that it can get a better expected performance by specialist s control and portfolio selection. however, its real performance is affected by many facts including the managers " ability to investment manage, the system and the finance market condition, etc. especially, if the finance market and the profolio funds market are not sound, its expected performance will be restricted owing to the manager ' s poor ability and the insider control which can not well overcome the " adverse selection and moral hazard " leading to a bad stimulating system and the bad finance market condition
從理論角度來說，投資基金作為一種新型的投資方式和制度，有利於降低交易成本，並通過專家理財、組合投資以獲取理想績效。但投資基金的實際績效受諸多因素的影響，如制度因素、基金經理人的技術因素以及外部環境因素等。在金融證券市場不完善和基金發展還不成熟的情況下，投資基金「內部人控制」較為嚴重，激勵機制不完善，不能有效地克服「逆向選擇」和「道德風險」問題，從而使得投資基金的理論績效沒有得到充分的顯現。 -
He is a member of the engineering panel of rgc. recently professor zhou has turned his research attention to applications in finance and insurance, and has established a systematic theory on extending markowitz s nobel - prize - winning mean - - variance portfolio selection model from single period to continuous time
周教授最近把研究興趣轉向金融及保險方面的應用，並已系統地建立了將harrymarkowitz博士的諾貝爾獎得獎工作從單期轉為連續時間之理論。 -
Portfolio selection method under investor ' s fuzzy stochastic risk preference
模糊隨機風險偏好下的證券投資組合選擇方法 -
Portfolio selection when a riskless asset is absent
關于無風險資產不存在時資產組合選擇的研究 -
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。 -
A dynamic semi - absolute deviation portfolio selection model
動態半絕對離差投資組合選擇模型
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