portfolio selection

Trade volume's impact on efficient frontier of portfolio selection

证券市场中股票成交量对投资组合优化的影响

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。

The optimal portfolio selection should be affected by market frictions definitely.

投资者在交易的过程中，不可避免的要受到市场摩擦的影响。

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

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。

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。

The portfolio selection with superior assets on restriction of the borrowing rate is discussed.

讨论了在融资条件上具有优良资产的投资组合问题.

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

Judging from the investing ability and current status, domestic investment institutes should be eager to improve their ability on portfolio management, investment target selection, risk control and investment strategy research.

从海外投资的能力和现状看，国内投资机构急需提升其自身投资组合管理、投资标的选择、风险控制和投资策略研究等方面的能力，而国内这方面的已有研究还不多。

The mean and standard deviation of the m_ ( o(?) A Computing Method for Solving Mean-absolute Deviation Portfolio Selection Model

本法的m（o（？）均值绝对偏差资产组合选择模型的算法

Comparative Study between Mean Absolute Deviation Model and Mean-Variance Portfolio Selection Model

绝对离差风险测度模型与均值方差模型的比较研究

Modification of the Model for Mutual Fund Portfolio Selection

共同基金证券组合模型的一种修正

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。

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

Short Selling and Optimal Portfolio Selection ── Multigroup Models

卖空与最优证券组合的选择&多组模型

Based on the classical Markowitz portfolio model, an improved portfolio model is proposed for portfolio selection with minimum transaction lots, transaction costs and upper limit on the maximum amount of invested capital in any ( security.)

在传统Markowitz投资组合模型中考虑了最小交易量、交易费用以及最大投资上限等实际因素，得到了一个改进的投资组合模型。

Study on Portfolio Selection Models Based on Behavioral Finance

基于行为金融的资产选择模型研究

Portfolio Selection When a Riskless Asset is Absent

关于无风险资产不存在时资产组合选择的研究

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

Weighted portfolio selection for return rate with fuzzy number

收益率为模糊数的加权证券组合选择模型

Pivoting Algorithm for Markowitz Portfolio Selection Model

马科维兹资产组合选择模型的旋转算法

A mean-Absolute Deviation Portfolio Selection Model in a frictional market

摩擦市场的均值-离差证券组合选择模型

By February 15, although the final portfolio selection for Abacus 2007-AC1 was still 10 days away from being finalised, the Goldman marketing machine was ready to swing into action.

到2月15日，虽然离最终敲定Abacus2007-AC1的投资组合还有10天，高盛的营销机器就已准备开动了。

Efficient subset for portfolio selection without short selling

不允许卖空证券组合选择的有效子集

Fuzzy Portfolio Selection with Superior Assets under Borrowing Rate

融资条件下具有优良资产的模糊投资组合问题

The optimal portfolio selection of singular covariance matrix

奇异协方差矩阵的最优投资组合选择

Safe-First Criteria of Security Portfolio Selection in Continuous Time

连续时间证券组合安全第一准则

The portfolio selection model to maximize the minimal return rate under a certain confident level is studied.

本文建立了一定置信水平下最小收益最大准则下的组合投资决策模型，该模型不仅适用于风险规避者，也适用于风险偏好者。

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。

An Optimal Portfolio Selection Model Under Constraints of Both VaR and Risk-free Investment

具有VaR约束和无风险投资的证券组合选择方法