查询词典 portfolio

Chapiter 2 discusses the theory of assets portfolios, which starts to analyze investor, arid deduces framed investor"s feasible set arid efficient set, discUss different forms and characteristic of efficient portfolio, and systematic analyzes the effect of portfolio, risk diversification, followed briefly summarizes the formation, development, application and limit of the "theory of portfolio, created by Markowitz.

本章从投资者开始分析，给出了框定投资者的可行集和有效集，并讨论了各种不同的有效组合类型及其性质，同时系统研究了资产组合的效应——风险分散，最后简要综述了马柯维茨投资组合理论的产生、发展、应用与局限。

The Mean-CVaR (Conditional Value-at-Risk) portfolio optimization model is proposed to calculate a globally optimal portfolio under concave transaction costs. A non-decreasing concave function is employed to approximate origin transaction costs function.

研究了当投资组合的风险用条件风险价值（Conditional Value at Risk，简称CVaR）度量，考虑凹交易费用的投资组合选择问题，通过对交易费用采用非线性的凹函数，建立了一个均值-CVaR模型。

We also find that among the three investment strategies we discussed – the momentum strategy, buying the top or the bottom decile portfolio of funds, adopting the momentum strategy gets a better Sharpe ratio if the emerging market, energy, and mineral funds are not considered. For the portfolio of emerging market, energy, and mineral funds, it is with better performance for the strategies of buying the top or the bottom decile portfolio of funds.

最后，以Sharpe ratio为比较各投资策略在各投资分类的基准，采取动能策略操作基金，在移除新兴、能源、矿业基金之投资组合中有较高的报酬；又以买入形成期表现最好及买入形成期表现最差的基金为操作策略时，在新兴、能源、矿业基金这一分类出现较佳之绩效。

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。

The innovations of this essay are following:Ⅰ, Completely investigating the theoretic introduction, practical application, and effects on investment administrant, and putting forward that China should transit gradually from dracon quantity regulation rules to prudent man rules;Ⅱ, Lucubrating the rational, negative effects, and experience tests of portfolio allocation regulation, performance regulation, and industry structure regulation of pension funds over OECD countries;Ⅲ, Analyzing the rational and sensibility of relative rate of return guarantees of pension plan, and advancing the scheme of rate of return guarantees of China;Ⅳ, First investigating the investment policy of pension plans globally using "contents analysis" over the world pension plans;Ⅴ, Lodging that portfolio diversification should be the most important risk management instrument, and presenting efficiency measure model of evaluating portfolio diversification of pension funds;Ⅵ, Lucubrating the optimal portfolio allocation model during accumulation phase and decumulation phase of pension funds; taking for that risky assets should decrease with time reducing during accumulation phase, but during decumulation risky assets should increase.

指出了本文研究的主要结论，以及研究的不足和未来研究的方向。本文研究的创新点在于：（1）从法和经济学的原理角度，全面研究了&审慎人&原则的理论解释、实践应用、对投资管理人行为影响的实证分析以及成功实施&审慎人&原则的因素分析，提出我国养老基金的投资管制应该逐步从严格的数量管制原则过渡到&审慎人&管制原则；（2）深入研究了养老基金的资产配置管制、业绩管制和产业结构管制的基本原理、负面效应、实证检验等，以及对OECD国家的国际比较；（3）研究了养老金计划的相对收益率担保的基本原理，并对其作用机制进行了敏感性分析，提出了我国收益率担保机制设计的方案；（4）首次采用&内容分析法&对国际范围内的养老金计划的投资政策进行了研究，找出了投资政策应该包含的关键要素；（5）提出组合多样化是最重要的风险控制手段，并给出了衡量养老基金组合多样化程度的效率评价模型；（6）深入研究了养老基金积累阶段和缩减阶段的最优资产配置的数量模型，认为在积累阶段对风险资产的投资应该随着时间减少，而在缩减阶段，风险资产应随着时间增加。

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。

Then we real result which can reflect the momentum profit .Our analysis indicates that : the liquidity—weighted investment portfolio can get more profit than equal-weighted investment portfolio, even after adjusted by price impact cost; but its profit fall behind in the market- value-weighted investment portfolio.

我们的实证分析结果显示：流动性加权投资组合的确能够获得比以往研究中广泛使用的等权重组合更好的收益，即使在价格冲击成本调整后仍然如如此；但其收益表现却一直弱于市值加权投资组合的收益表现，这个结果是和国外成熟市场的研究结果是相反的。

Scorecards is one of the key benefits of the Portfolio Management solution in that it enable you to identify the opportunities within a portfolio and Portfolio Manager has the capability of having hierarchical portfolios so you can look at portfolios and the items within those portfolios and you will see from this slide that the scored these rankings and scorings are based on your organization that developed and can be very complex key performance indicators that are driven by a formula that can be coded very straightforwardly in the software.

记分卡是组合管理解决方案的主要优势之一，因为通过它可以识别组合里的机会，而组合管理器则能区分组合层次，因此可以查看组合以及其中的项目。从这张幻灯片可以看出，得到的这些排名和得分是基于开发组织的，并且可以是由公式驱动的非常复杂的关键绩效指标，而所用公式的编码亦可在软件里非常简单明了地进行。

Portfolio features the individual estimation, presentation and introspection as well as organizational development and achievement. For the purpose of the portfolio record, individuals are able to take it as the reference resources for future self-education by doing the self-estimation and self-examination. It could be applied to the an enterprise as a standard for human resource department to evaluate the recruitment, performance and promotion. Therefore, the portability and compatibility of Portfolio are very important nowadays.

中文摘要学习历程档具有评估、展示及反思个人或团队学习发展及成就累积的特性，藉由学习历程记录，可以由学习者自我评估、反思学习活动的广度与深度，以做为日后持续进修的参考，企业并可做为员工个人之任用、考绩与升迁的参考依据，因此学习历程的可携性及互通性格外引起重视。

It is because of the investment decision-making method based on the idea of decentralising risk as well as portfolio's extensive applications and its practical significance that portfolio theory occupies a remarkable position in Finance, but portfolio theory is far from perfect.

虽然证券组合理论因其分散风险的思想、所提供的投资决策方法和证券组合问题的广泛的用途与巨大的实际意义而在金融学中占据十分显赫的地位。

Neither the killing of Mr Zarqawi nor any breakthrough on the political front will stop the insurgency and the fratricidal murders in their tracks.

在对危险的南部地区访问时，他斥责什叶派民兵领导人对中央集权的挑衅行为。

In fact,I've got him on the satellite mobile right now.

实际上 我们已接通卫星可视电话了