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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。
- 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;
- 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。
- This paper studies Markowitz Portfolio Selection Theory and Sharpe Capital Asset Pricing Model from each aspect , especially explains Capital Asset Pricing Model and its recent development in finance field. 本文对马柯威茨证券投资组合理论和夏普资本资产定价模型作了全面的研究,着重探讨了资本资产定价模型及其在财务领域的发展。
- Based on modern portfolio selection theory,investors look for theportfolio of return maximum and risk minimum if the correlations ofdifferent stock returns are smaller in international markets than in thedomestic markets. 现代资产组合理论(Modern Portfolio Selection Theory)认为投资者所追求的是报酬最大且风险最小的投资组合,即从理论上讲,当国际股市收益率之间的相关性小于国内股市时,投资者就可以在全球范围内进行资产组合投资。
- portfolio selection theory 资产组合理论
- 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.
- 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。
- 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。
- 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。
- 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。
- His germinal selection theory is pregnant with novelty and dialectic ideas. 种质选择论很有新意,极富辩证法思想。
- In the drama of traditional selection theory, death plays the star role. 在传统选择理论的戏剧性事件中,死神出演了主角。
- 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。
- 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。
- 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。