查询词典 portfolio selection

Fuzzy Expected Rate of Return ; Portfolio Selection Model ; Fuzzy Absolute Deviation ; Value of Fuzzy Number ; Dominance Criteria

模糊收益率；投资组合模型；模糊绝对偏差；模糊数的绝对值；占优准则

Finally, the efficient frontier in a closed form for the original portfolio selection problem is given.

最后还给出了原问题有效前沿的表达式。

In order to expose more exactly of the market risk faced by financing institutions, and manage risk more deeply and completely, This article expands research in the following aspects: multivariate abnormal distribution family, the measurement of correlation function in the portfolio selection and Copula function.

为了能更准确地反映金融机构面临的市场风险，进行深层次的、全面的管理金融风险，本文最后从以下几方面展开了风险价值度量方法的研究：多元非正态分布族，投资组合中相关性度量方法及Copula函数。

In order to expose more exactly of the market risk faced by financing institutions,and manage risk more deeply and completely,This article expands research in the following aspects:multivariate abnormal distribution family,the measurement of correlati on function in the portfolio selection and Copula function.

为了能更准确地反映金融机构面临的市场风险，入行深层次的、全面的管理金融风险，本文最后从以下几方面展开了风险价值度量方法的研究：多元非正态分布族，投资组合中相关性度量方法及Copula函数。

All the issues directly or indirectly influence value and price of the NPAs. The methodologies including static and dynamic analysis, micro and macro analysis are applied to address the basic theoretical and specific problems in the research. The analysis on value and price of NPAs can fill some vacancies of the theoretical research about NPAs, and reveal the internal links among current relevant theories about fictitious capital /assets, financial risk, financial crisis, portfolio selection and assets pricing models, assets assessment and evaluation technologies.

不良资产价值和价格分析可填补现行不良资产研究中基础性研究的某些不足，并可将现行与不良资产价值和价格分析相关的理论如金融资产或虚拟资本理论、金融风险理论、金融危机理论、资产组合与资产定价模型以及资产评估技术等有机地联系起来，将现行理论所研究的内容的内在联系表现出来，并在一定程度上弥补现行理论的不足。

The dissertation in depth analyzes the inner relationship between hedging and risk diversification, finds out that the relevance among prices or returns of different assets is the common basis for hedging and portfolio selection,and presents the notion of hedging portfolio selection referring to portfolio selection theory,which means that hedgers choose optimal hedging portfolio from a set of feasible hedging tools considering risky elements and hedger\'s real requirements during the course of hedging.

本文深入分析了套期保值与风险分散化思想的内在联系，指出资产之间价格的相关性是套期保值问题和资产组合选择问题的共同基础，提出应该在真正的资产组合选择理论意义上研究套期保值问题的研究思路，即在充分考虑套期保值过程中各种风险因素和套期保值者实际要求的基础上从可供选择的套期保值工具集合中选择最优套期保值组合，并称这种研究套期保值的方法为套期保值组合选择。

In Chapter 1, the progress in research of portfolio selection and its applications, in particular the state-of-the-art of dynamic portfolio selection are reviewed.

第一章回顾了投资组合选择理论研究的历史，综述了动态投资组合选择的研究现状。

In this paper, we consider an optimal portfolio selection method based on maximizing risk-adjusted return on capital of the portfolio.

通过极大化风险调整后的资本收益率，建立了一个最优资产投资组合方案。

The process of the portfolio management mainly includes the valuating of each property risk and return, the optimization of the portfolio selection, the scaling of the portfolio efficiency.

证券投资组合管理的过程主要包括各项资产风险与收益的评估、投资组合的优化与投资组合业绩的衡量。

This paper presents the portfolio selection problem of two-attribute money and creates a model of portfolio selection based on two-attribute money, which can both contain the existing portfolio models and overcome the above-mentioned deficiencies. A series of new concepts is put forward, such as, holding wealth, obtainable wealth, short-term utility function, short-term expectation-variance utility function, state-expectation-variance utility function, short-term expectation-variance utility curve, long-term expectation-variance utility curve, margin utility contribution force, additional contribution force, profit-risk exchange rate and optimal portfolio expansion curve; The state-expectation-variance analytical method is developed from the expectation-variance analytical method; A set of systematic theories concerning two-attribute portfolio selection is thus established.

本文提出了两属性货币的证券组合选择问题；创建了既能包含现有证券组合选择模型又能克服上述两点不足的两属性证券组合选择模型；提出了持有财富、可获财富，短期效用函数，短期期望—方差效用函数、状态—期望—方差效用函数，短期期望—方差效用曲线、长期期望—方差效用曲线，边际效用贡献力，附加贡献力，收益—风险替换率，最优证券组合扩展线等一系列新概念；把期望—方差分析方法发展成状态—期望—方差分析方法；建立了两属性证券组合选择模型的一套系统的理论。

However, as the name（read－only memory）implies, CD disks cannot be written onorchanged in any way.

然而，正如其名字所指出的那样，CD盘不能写，也不能用任何方式改变其内容。

Galvanizes steel pallet is mainly export which suits standard packing of European Union, the North America. galvanizes steel pallet is suitable to heavy rack. Pallet surface can design plate type, corrugated and the gap form, satisfies the different requirements.

镀锌钢托盘多用于出口，替代木托盘，免薰蒸，符合欧盟、北美各国对出口货物包装材料的法令要求；喷涂钢托盘适用于重载上货架之用，托盘表面根据需要制作成平板状、波纹状及间隔形式，满足不同的使用要求。