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   投资组合 在 宏观经济管理与可持续发展 分类中 的翻译结果: 查询用时:1.714秒
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投资组合     
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  portfolio
    The Optimization Model of Investment Portfolio for Multi-Conditions and Applications
    多种环境下的证券投资组合优化及其应用
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    M-V Portfolio Selection and Portfolio Consumption Decisions
    M-V最优投资组合选择与最优投资消费决策
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    Study of Portfolio and Pricing Problems with Jump-Diffusion Processes
    基于跳跃—扩散过程的投资组合与定价问题研究
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    A Study on Portfolio Selection Model on Condition of Non-normal Distributions
    非正态分布条件下的投资组合模型研究
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    Research on Portfolio Selection with Probability Criterion and Fuzzy Criterion
    概率准则及模糊准则下投资组合研究
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  investment portfolio
    The Optimization Model of Investment Portfolio for Multi-Conditions and Applications
    多种环境下的证券投资组合优化及其应用
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    STUDY ON OPTIMAL INVESTMENT PORTFOLIO MODEL
    最优投资组合模型研究
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    Application of Fuzzy Linear Programming on Optimization of Investment Portfolio of Social Security Fund
    模糊线性规划在社保基金投资组合优化中的应用
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    Entropy, a New Measurement Method for Investment Portfolio Risk
    熵—证券投资组合风险的一种新的度量方法
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    Improving on the theory of markowitz 's investment portfolio
    Markowitz投资组合模型的修正
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更多       
  portfolio selection
    M-V Portfolio Selection and Portfolio Consumption Decisions
    M-V最优投资组合选择与最优投资消费决策
短句来源
    A Study on Portfolio Selection Model on Condition of Non-normal Distributions
    非正态分布条件下的投资组合模型研究
短句来源
    Research on Portfolio Selection with Probability Criterion and Fuzzy Criterion
    概率准则及模糊准则下投资组合研究
短句来源
    This paper studies Markowitz Portfolio Selection Theory and Sharpe Capital Asset Pricing Model from each aspect , especially explains Capital Asset Pricing Model and its recent development in finance field.
    本文对马柯威茨证券投资组合理论和夏普资本资产定价模型作了全面的研究,着重探讨了资本资产定价模型及其在财务领域的发展。
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    The Properties of Portfolio′s Covariance Matrix and The Optimal Portfolio Selection
    投资组合协方差矩阵的性质与最优组合的选择
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更多       
  investment combination
    The Most Excellent Investment Combination
    最优投资组合模型
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    Markowitz Capital Investment Combination Model' Easy Algorithm Based on Protrusion Analysis
    Markowitz资产投资组合模型的凸二次规划快速求解算法
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    Investment Combination through Choices Of Model of Fluctuating Prediction
    通过波动性预测模型的选择构造投资组合
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    An Analysis Algorithm of Securities Investment Combination
    证券投资组合的解析算法
短句来源
    For the development of Chinese stock market and profit of investors, it is necessary to seek the security portfolios to reduce the risks on base of investment combination theory.
    研究我国证券市场的运行特征和市场风险,并应用投资组合理论实证规避投资风险的投资组合方法,为中小投资者在证券市场投资提供帮助是有必要的。
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  portfolio
A direct method in optimal portfolio and consumption choice
      
In this paper, we use a direct method to solve the optimal portfolio and consumption choice problem in the security market for a specific case, in which the utility function is of a given homogenous form, i.e.
      
By using duality methods the existence of optimal portfolio consumption is proved, and the explicit solutions leading to feedback formulae are derived for deteministic coefficients.
      
Fur-thermore, the limiting distribution of average cost of a portfolio of increasing life insurance for multiple-life status is studied.
      
This paper proves that multiple default intensities are invariant under equivalent martingale transformation, given a well-diversified portfolio corresponding to the defaultable bond.
      
更多          
  investment portfolio
The results are applied to construct an investment portfolio having guaranteed characteristics under a priori statistical uncertainty.
      
Control of the investment portfolio was formulated as the dynamic problem of following a reference portfolio with the desired investor-defined profitability.
      
Positional Strategy of Forming the Investment Portfolio
      
The results are applied to dynamic investment portfolio optimization.
      
Dynamic Network Model of Managing Investment Portfolio under Random Stepwise Changes in Volatilities of Financial Assets
      
更多          
  portfolio selection
Option prices are determined from the investor's basic portfolio selection problem, without the need to solve a more complex optimization problem involving the insertion of the option payoffs into the terminal value function.
      
Equations of this kind are used, in particular, in the problem of optimal portfolio selection in order to describe the time profile of the asset prices under risk investments.
      
An utilities based approach for multi-period dynamic portfolio selection
      
This paper proposed a multi-period dynamic optimal portfolio selection model.
      
The paper generalizes Markowitz's portfolio selection theory and Sharpe's rule for investment decision.
      
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