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- In this paper, We generalize the results of Yan et al results on the growth optimal portfolio in a market driven by jump-diffusion processes with multi-risky assets. 作者将严加安等的带一个跳过程的整体最优策略的结果,推广到一个广义的市场,该市场具有多个跳过程、个风险资产。
- The Growth Optimal Portfolio in a General Market Driven by Jump-diffusion Processes 带跳过程的广义市场的整体最优投资策略
- Growth Optimal Portfolio 增长最优投资策略
- The short-selling mechanism affects the optimal portfolio. 卖空机制影响风险资产组合。
- How to settle an example of the model is demonstrated and an optimal portfolio of cross hedging is achieved. 运用旋转算法对一个具体的算例进行计算,求出了相应的最优套期保值组合;
- Such analyses have been performed using asset trees and asset graphs to obtain the taxonomy of an optimal portfolio of stocks . 虽然集体模式的存在已从市场动态的研究中推断出来,但是这类的研究几乎完全专注于发达市场,特别是新纽约证券交易所。
- Dynamic optimal portfolio in a VaR framework developed on the Markowitz’s portfolio theory, it create a new field for investigation of the portfolio theories. 基于VaR约束下的投资组合决策模型,是在原有的马科维茨投资组合理论的基础上发展起来的,为投资组合理论的研究开辟了新天地。
- In this paper, the expectation of logarithm-entropy model is established to measure the risk of successive investment, and the optimal portfolio of a number of stocks selected by this model in Shanghai Securities Market is obtained. 文章建立了对数期望-熵模型来度量投资的风险,并以沪市证券市场进行实证研究,利用该模型选出适当数量的股票进行优化组合。
- The upper-hedging price of an ECC is obtained by introducing a family of auxiliary frictionless financial markets Existence of an optimal portfolio for hedging contingent claims is shown. 通过引入反映上述金融市场摩擦的辅助无摩擦金融市场类,给出上套期保值价格的表达式,并证明了最优上套期保值策略的存在性。
- A line created from the risk-reward graph, comprised of optimal portfolios . 一种线条由风险回报曲线图创建,包括最理想的投资组合。
- VaR Based Optimal Portfolio Selection Strategy 基于VaR的最优资产组合选择策略
- On optimal portfolio investment models 最优证券组合投资模型
- Several Properties in Ln - optimal Portfolio Model Ln-最优资产组合投资模型的几个性质
- The main impediment to growth is a lack of capital. 影响发展的主要障碍是缺乏资本。
- He has been an unsung hero of the country's economic growth. 他是使这个国家经济成长的无名英雄。
- Optimal portfolio model in allowed short market 允许卖空的最优资产组合投资模型
- Lack of food may stunt the growth. 缺乏食物可能妨碍发育。
- A DECISION MODEL FOR OPTIMAL PORTFOLIO CHOICE 一种证券组合选择模型
- Childhood is a period of rapid growth. 幼年是生长迅速的时期。
- the control of optimal portfolio 最优投资策略
