查询词典 portfolio selection

At the last of the chapter, the general formulation of stochastic programming for dynamic portfolio selection is given. It is the basis of other models in this dissertation.

本章最后给出了用于动态投资组合选择的随机规划模型的一般形式，它是本文其它模型的基础。

Second, a portfolio selection model under constraints of both investment chance and VaR is established.

第一章介绍了标准的均值—方差模型及"均值—方差有效集"的性质，给出了投资机会约束和VaR约束的定义。

It's regretted that the multi-extremum theory of portfolio selection with different fat tails is still a problem that needs to be resolved.

遗憾的是，具有不同厚尾的股票组合的多元极值分布理论，到目前为止仍然是有待解决的问题。

In this dissertation, we apply fuzzy mathematics and optimization theory to study portfolio selection problems and try to establish a new framework for investment analysis.

本文综合应用模糊数学和最优化原理来研究证券投资组合选择问题，试图为投资决策分析建立一种新的分析框架。

The Optimal Portfolio Selection Problem in a Frictional Market.

摩擦市场的最优投资组合选择问题。

Of portfolio selection.

的选择投资组合的重要性。

Considering portfolio selection issue with the realistic environments of the stock market in China,we propose Probability Criterion Model in this paper.

考虑到我国证券交易过程中许多限制性的规定及现实投资者并非完全理性的决策行为，给出了概率准则组合投资的收益-损失风险双目标整数规划模型。

As an application of multi-stage stochastic programming to financial optimization, we propose a new dynamic model for bond portfolio selection.

作为多阶段随机规划模型在金融优化领域的一个应用，第四章建立了一个新的动态债券投资组合模型。

Our research deepens the understanding of the relationship between policy eventsand jumps of the stock market , as well as have some interesting implicant for assetpricing ,portfolio selection and rick management.

我们的研究加深了对政策事件与股市跳跃之间关系的理解，同时，研究结论对资产定价、资产组合配置和风险管理也有积极的实际意义。

The Modified Inwood Method of analyzing investment projects gives absolutely no indication of the risk associated with the project and it therefore cannot be extended to modern portfolio selection techniques that have as their central focus estimates of expected returns or value and risk.

因伍德的改进分析方法的投资项目提供绝对没有任何迹象表明风险与项目有关，因此不能延长到现代投资组合选择的技术，作为其核心焦点估计预期回报或价值和风险。

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。