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- 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。
- The second part of the thesis is about the application of credibility theory. We employ credibility theory to study portfolio selection problem, and build three types of portfolio selection models in fuzzy environment. 论文第二部分是可信性理论的应用:将可信性理论应用于有价证券选择问题,通过模糊变量的期望值和方差,以及可信性测度建立了三类模糊环境下的有价证券选择模型。
- The Portfolio Selection Problem in Frictional Market Allowing Short Sale 摩擦市场上允许买空卖空的投资组合问题
- A simplified method for transforming a portfolio selection problem with transaction costs to a linear programming problem 带交易费的证券组合选择模型的一种化简求解方法
- portfolio selection problem 投资选择问题
- 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。
- 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。
- 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。
- This paper also discusses the parameter selection problem. 论文还讨论了协议的参数选择问题。
- 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。
- The (re) scheduling problem based on the model is thus regarded as an optimization selection problem of RT-RAGs. 基于该模型的调度问题归结为RT-RAG的优化选取问题。
- 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;
- A general subset selection method, the branch and bound technique, is applied to a control structure selection problem. 一种通用的子集合选择方法一分支定界法被应用于控制结构选择问题。
- 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。
- Through a two stage dynamic game model, this paper discloses the adverse selection problem in the merger &Acquisition of the listed companies. 摘要通过一个二阶段完全信息动态博弈模型,证明了上市公司并购中普遍存在的逆向选择问题;