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Price reversals exist in both the loser portfolio in bull market and the winner portfolio in bear market.

而牛市中的输家组合和熊市中的底家组合都存在着价格的反转。

Firms with fewer antitakeover provisions decrease the asymmetric information to the investors. The market quickly reflects the information and adjusts the stock price to equilibrium. Thus, better corporate governance has higher idiosyncratic risk. We can reduce the portfolio risk by included the well-governed portfolio.

公司治理好的投资组合因为资讯不对称的情况降低，所以其可分散风险较高也就是投资人会将得到的资讯迅速反映在市场上，因此如果在投资组合中纳入反并购条款少的公司，会使投资组合的风险降低。

Reporter has learned that the Center and the Bank jointly launched the replacement of individual housing provident fund loan portfolio refers to the application for individual housing loans of the borrower, by the trustee bank to use bank funds to the borrower issuing bank commercial individual housing loans, by banks on behalf of the borrower to Kunming housing provident fund management center to apply for individual housing provident fund loans, agreed to by the management center for approval, the provident fund loans with bank loans Replacement "first trustee bank loans, after the replacement loan fund portfolio" of loans.

记者了解到，该中心和世界银行共同发起了更换个人住房公积金贷款业务是指在申请个人住房贷款的借款人，由受托人银行使用银行资金向借款人发放的商业银行个人住房贷款，由银行代借款人到昆明住房公积金管理中心申请个人住房公积金贷款，同意由管理中心批准，公积金贷款与银行贷款的替代品&第一受托人银行贷款，后更换贷款基金的投资组合&的贷款。

Under the precondition of assuming the stock price did not following the famous geometric Brown law, and agents have no exact knowledge of the probability distribution for the uncertain economic shock and return rate perturbation, chapter five presents the uncertain dynamic models of portfolio choice and option hedging respectively. In this chapter, we define the H〓 norm of transfer function from disturbance input to control output as financial risk measurement, and investigate the risk-attenuating robust H〓 portfolio investment and option hedging strategies.

第五章在金融证券价格并非服从几何布朗运动，收益率波动和外部噪声扰动的统计特性未知的情况下，分别建立了金融经济领域证券组合投资及期权套期保值问题的动态模型，引入从扰动输入到评价输出传递函数的H〓范数作为金融风险的度量指标，运用鲁棒H〓控制技术，研究了抑制金融风险的动态证券投资和期权套期保值决策问题。

The bank managers can use the new expected return decision model of interest-sensitive assets portfolio to calculate the expected return of the portfolio.

三运用利率敏感性资产投资组合最适配置预期报酬率决策模式，可以迅速得知，下一个期间利率波动风险最小下之预期报酬率。

So this paper applied Grey forecasting GM (1,1) model and its generated models, the Grey Markov numerical forecasting model and Comprehension model, to develop a net interest margin change forecasting model, a net interest margin forecasting model, a new decision model concerned with commercial bank interest-sensitive assets portfolio and a new expected return decision model of interest-sensitive assets portfolio.

本文以灰预测GM(1，1)模式，以及其衍生之灰马可夫预测模式与内涵模式，构建新的净利息边际变动率预测模式、净利息边际金额预测模式、利率敏感性资产投资组合最适配置决策模式与利率敏感性资产投资组合最适配置预期报酬率决策模式等利率敏感性缺口管理预测模式。

However, to allow people to give up stock-turn-Shanghai China-based debt is clearly unrealistic, so,"portfolio" of the proposals has been a lot of fund Company publicity campaign is only the "portfolio" of the propaganda efforts, the debt is based.

然而，让人们放弃股票之交上海中国的债务显然是不切实际的，因此，&投资组合的建议&已成为很多基金公司宣传活动只是&组合的宣传工作&，债务的基础。

In this model we extend absolute deviation to a fuzzy case to measure the risk of portfolio.

为度量投资组合的风险，将绝对偏差扩展到模糊情形。

In this paper,a portfolio choice model is proposed based on mean absolute deviation.

用绝对离差刻画了风险，提出基于绝对离差的证券组合投资模型，并用模拟退火算法求解。

Two fund separation is found in mean absolute deviation portfolio choice model.

实证分析还表明，绝对离差模型中有近似的两基金分离现象存在。

Green function defined inphase space differs from one in coordinate space by its struc-ture which exhibits nonlocatity in coordinates and oscillatorybehavior with respect to momenta.

在相空间中定义的Green函数不同于通常坐标空间的Green函数，在结构上显示出对坐标的高度非局域性，而对动量则显示出振荡行为。

The upper front part of a saddle;a saddlebow.

前鞍桥马鞍前面的上部分；前鞍桥