On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
在经典均值-方差模型的基础上,提出了存在交易费用时基于风险价值约束的资产配置模型。
2
And on basis of it, it puts forth the fixed costallocation based on annual contract generation decomposition.
并在此基础上,论文提出了基于年度合同电量分解的固定本钱分摊方法。
3
This paper presents a loss allocation strategy based on cost flow model. The loss is sorted on the basis of the cause of loss generated and distinct allocation methods are adopted.