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- Harry Markowitz presented the portfolio selection theory in1952. 1952年，马科维茨提出了资产组合选择理论。
- In chap-ter2,3.We study portfolio selection strategy to base on the safety first criteria. 第二，三章研究跳跃-扩散模型中基于“安全第一准则”的最优投资组合策略，第四章研究跳跃-扩散模型证券投资组合选择的随机微分对策。
- The efficient boundary of the portfolio selection is the key to determine the optimal investment structure. 证券组合投资有效边界是确定最优投资结构的关键。
- An algorithm based on inverse matrix for mean variance portfolio selection model is proposed. 介绍均值方差资产组合选择模型的一种以逆矩阵为基础的算法。
- The past 50 years have witnessed a remarkable development in portfolio selection both in theory and real practice. 经过50多年的发展;投资组合选择的理论研究和实践已经取得了相当丰富的成果.
- In this paper,authors raise fuzzy optimization models of portfolio selection which give consideration to both return and desiration. 本文提出了一种考虑收益和风险偏好的组合证券模糊最优化模型。
- A new portfolio selection model is proposed on the basis of a new portfolio selection theory, namely the maximin theory. 摘要在一种新的投资组合选择原理-极大极小原理的基础上，提出了一种新的投资组合选择模型；
- So a portfolio selection model based on fractal distribution with market friction is established by using the improved LPM method. 基于分形分布用改进的下方风险法(LPM)度量投资组合的风险，构造了考虑市场摩擦的投资组合模型。
- We state Markowitz's risk diversification and it's significance.Then, we explain how Markowitz used his theory to present portfolio selection theory. 首先论述了马科维茨的风险分散化理论及其方法论意义，接着说明了马科维茨运用风险分散化思想而提出的资产组合选择理论及其启示。
- Hou Chengqi.A Study on Portfolio Selection Model on Condition of Non-normal Distributions[D].Dr.Degree's Thesis of Wuhan University,2005. [2]侯成琪.;非正态分布条件下的投资组合模型研究[D]
- 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。
- The conclusions of empirical research show that our OWA portfolio selection model has much research value in both theory and practice. 实证的结果表明我们提出的序权平均集结组合投资模型既有理论意义又有实际价值。
- Markowitz published a landmark paper, Portfolio Selection, which is generally viewed as the origin of the modern portfolio theory. 文章除引言和结论外，分为四章。
- CAPM and APT are two very important securities-pricing models, which simplify the very complex process of portfolio selection as the base of modern finance. 资本资产定价模型和套利定价模型是两个非常重要的有价证券市场定价模型。
- It introduces the utility function of quadratic curve form and establishes a maximization model of expected utility in the context of portfolio selection decision problems. 首先以证券组合投资决策问题为背景,引入二次曲线型效用函数,给出期望效用最大化数学模型;
- This paper investigates dynamic portfolio selection based on serially correlated returns for an investor who optimizes the mean and variance of the terminal wealth. 摘要以动态均值-方差模型研究基于收益序列相关的投资组合选择。
- Since Markowitz applied Quantitative Method to found portfolio theory in the beginning of 1950's, the quantitative analysis of portfolio selection had got greatly development. 自20世纪50年代初Markowitz运用数量化方法创立投资组合理论以来，投资组合选择的定量分析得到了极大的发展。
- In the end，a multi-period semi-variance portfolio selection problem is presented and the HGA is applied to solve a multi-period semi-variance portfolio selection problem. 提出了一种多阶段半方差投资选择模型，并将混合算法应用在多阶段半方差投资选择问题的求解上。
- We proposed a mean variance portfolio selection model with the restricted short sales.The model was a convex quadric programming problem and was solved by the pivoting algorithm. 摘要本文提出了限制性卖空的均值-方差投资组合模型，通过变量替换将该模型转变为一般二次规划问题，从而运用不等式组的旋转算法进行求解。
- Markowitz’s seminal paper “Portfolio Selecting” published in 1952 marks the beginning of modem portfolio theory. 1952年 Markowitz开创性论文“证券组合选择”的发表标志着现代证券组合 理论的诞生。
