portfolio selection的例句大全

But why dose choice different horizon data? In this paper, we analyse the impact of investment horizon on the optimal portfolio selection.

不同的市场和不同时期的选择是自然的，但不同期限数据的选择意味着不同的投资期限。

INVESTMENT The Impact of Investment Horizon on the Optimal Portfolio Selection

投资期限的长度对投资组合选择的影响

studying the problem of the uncertain exit time multi period safety first portfolio selection model.

研究不确定终止时间多期资产组合的安全第一模型。

Multi-Period Portfolio Selection Model Under the Safety First Criteria

安全第一准则下的多期证券组合投资模型

The mean-variance analysis provides a fundamental approach for modern portfolio selection, the safety-first approach proposed by Roy represents another school of think the safety first criteria is used to the sigle period and muti period problems.

马科维茨均值-方差分析是研究证券组合选择的一种基本方法，而Roy提出一种安全第一准则，该准则多出现在单阶段与多阶段证券组合选择的研究中。

The optimal portfolio selection of singular covariance matrix

奇异协方差矩阵的最优投资组合选择

A Portfolio Selection Model for Mutual Fund Considering the Cost of Short Selling

基于卖空成本的证券投资基金投资组合选择问题

Pivoting Algorithm for Markowitz Portfolio Selection Model

马科维兹资产组合选择模型的旋转算法

The Application of Portfolio Theory to Compound Arbitrage Characteristics of the Pivoting Algorithm for Markowitz Portfolio Selection Model

Markowitz资产组合理论在复合套期保值中的应用马科维兹资产组合选择模型旋转算法的特点

Modification of the Model for Mutual Fund Portfolio Selection

共同基金证券组合模型的一种修正

In the second chapter, a portfolio selection model under the constraint of higher moments without transaction cost and the linear approaching method are discussed.

第二章讨论无交易成本的有高阶矩约束的最优投资组合模型及近似的线性转换。

In the fifties of last century, Markowitz found portfolio selection theory. This theory applied mathematical tools to finance problems firstly.

上世纪五十年代，Markowitz提出了投资组合选择理论，这一理论首次将数理工具引入到金融问题中。

a new portfolio selection model is proposed on the basis of a new portfolio selection theory, namely the maximin theory.

在一种新的投资组合选择原理———极大极小原理的基础上，提出了一种新的投资组合选择模型；

the maximin approach for portfolio selection under the attrition market

摩擦市场投资组合选择的极大极小方法

lower confidence limit of normal probability within specified limits research on portfolio selection with probability criterion and fuzzy criterion

GB/T14438-1993定限内正态概率的置信下限概率准则及模糊准则下投资组合研究

the distribution of return is an important problem in financial economics because it is the basis of portfolio selection, asset pricing and risk management.

投资收益率的统计分布是证券投资组合、金融产品定价和风险管理的基础，因此是金融经济学的非常重要的问题。

a minimax method for portfolio selection with transaction costs in the case of no short sales and no borrowing or lending

带交易费及不允许卖空和借贷情况下的极大极小模型

a relative minimax rule for portfolio selection

证券投资组合的相对极小极大方法

a portfolio selection model conditional on non-normal stable distributions: mean-scale parameter model

非正态稳定分布条件下的投资组合模型：均值-尺度参数模型

An algorithm based on inverse matrix for mean variance portfolio selection model is proposed.

介绍均值方差资产组合选择模型的一种以逆矩阵为基础的算法.