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单词 optimal portfolio
释义

optimal portfolio

美 
英 
  • 网络最适投资组合;最佳投资组合;最优组合
n.
1.
a portfolio of investments that maximizes the investor's return for a given level of risk

例句

释义:
1.
The optimal portfolio choice problem further illustrates the meaning of the word risk-sensitive.
最优投资组合的例子进一步解释了风险敏感一词的含义。
www.say666.com
2.
Recently, the optimal portfolio and the hedging with a defaultable security have aroused much more attentions.
近期对带有可违约风险的最优投资组合和对冲引起了广泛关注。
www.boshuo.net
3.
To compare the theory of optimal portfolio with the study of the actual ratio of investment.
将获得的理论最优投资组合与研究对象的实际投资比例进行比较分析。
paper.pet2008.cn
4.
Firstly, based on the result of Liu (2006), we derive the explicit solution for optimal portfolio choice with power utility.
首先在Liu(2006)结果的基础上,在幂效用的假设下,我们给出了最优消费-投资组合选择问题的显式解。
www.juhe8.com
5.
The paper addresses the optimal portfolio selection problem which risky assets follows geometric Brownian motion.
研究了风险资产服从几何布朗运动的最优投资组合问题。
www.ceps.com.tw
6.
Then according to optimal portfolio theory to determine optimal portfolio.
而后根据最优投资组合理论确定最优投资组合。
paper.pet2008.cn
7.
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;
dictsearch.appspot.com
8.
In Chapter 2, we are concerned with the optimal portfolio problem with the defanltable risk.
在第二章,我们考虑带有可违约风险债券的最优投资组合问题。
www.boshuo.net
9.
A study of the specialization of transaction costs and optimal portfolio of the superior asset
交易成本和优良资产最优证券组合专门化研究
service.ilib.cn
10.
Explicit solutions to an optimal portfolio problem with a stochastic cash flow
有随机现金流时投资优化问题的显式解
service.ilib.cn
1.
Optimal portfolio selection of friction market in the case of short sales under liability
负债下摩擦市场允许卖空时的最优投资组合
www.ilib.com.cn
2.
Optimal Portfolio Selection of Friction Market in Case of No Short Sales under Liability
负债下摩擦市场不允许卖空时的最优投资组合
www.ilib.cn
3.
An Riemannian Geometry Underlying Stochastic Algorithm for the Risk-free log-Optimal Portfolio Problem
无风险控制的log-最优投资组合问题的一个黎曼几何随机算法
www.ilib.cn
4.
Solving the Optimal Portfolio of Singular Covariance Matrix by Orthogonal Linear Transformation
正交变换求解奇异协方差矩阵的投资组合问题
service.ilib.cn
5.
An Adaptive Algorithm for log-optimal Portfolio and its Theoretical Analysis
求解log-最优组合投资问题的一个自适应算法及其理论分析
www.ilib.cn
6.
The Application of Return-affecting Firm Characteristics in Optimal Portfolio Selection
影响收益的公司指标在最优投资组合选择中的应用
www.ilib.cn
7.
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
www.ilib.cn
8.
To Evaluate the Optimal Portfolio of Securities Investment with Inheritance Algorithm
遗传算法求解最佳证券投资组合
scholar.ilib.cn
9.
A mathematic model used in determining the optimal portfolio
数学模型在有效证券组合确定中的应用
service.ilib.cn
10.
Analysis of Optimal Portfolio of Construction Project Manager Incentives
建筑施工项目经理激励因素最优组合探析
ilib.cn
1.
An Optimal Portfolio under Constraints of both VaR and Allowing for Risk-Free Lending and Borrowing
具有VaR约束和无风险贷款的证券组合选择方法
www.ilib.cn
2.
An Optimal Portfolio Selection Model Under Constraints of Both VaR and Risk-free Investment
具有VaR约束和无风险投资的证券组合选择方法
ilib.cn
3.
Optimal Portfolio Choice under a Stochastic Volatility Model
随机波动率模型下的最优证券组合选择
service.ilib.cn
4.
Optimal portfolio selection when stock prices follow jump-diffusion process
跳跃扩散股价的最优投资组合选择
www.ilib.cn
5.
Analysis on strategies of the optimal portfolio investment
最优投资组合策略的解析探究
www.ilib.cn
6.
Optimal Portfolio under Compound Jump-Diffusion Processes
复合跳跃过程下的最优投资组合
www.ilib.cn
7.
Numerical method for optimal portfolio selection in stock market with frictions
摩擦市场上最优投资组合的一种数值解法
168.160.184.82:8080
8.
Dynamic analysis of optimal portfolio in financial engineering
金融工程中最优资产组合曲线的动态分析
168.160.184.78
9.
Study on Optimal Portfolio Selection for Markets with Friction and without Short Sales
摩擦市场中限制卖空的最优投资组合选择的算法研究
www.ilib.cn
10.
Analysis of Optimal Portfolio with Different Utility Function
具有不同效用函数的最优投资组合分析
www.ilib.cn
1.
The optimal portfolio selection of singular covariance matrix
奇异协方差矩阵的最优投资组合选择
www.ilib.cn
2.
Application of conditional value at risk measurement in bank's optimal portfolio
条件风险价值度量方法在银行投资组合优化中的应用
service.ilib.cn
3.
Optimal Portfolio Choice with Fixed Consumption under CEV Model
具有固定消费流的最优投资的CEV模型
www.ilib.cn
4.
The Growth Optimal Portfolio in Discrete-time Financial Markets
离散时间金融市场中的增长最优投资组合
www.ilib.cn
5.
The Impact of Investment Horizon on the Optimal Portfolio Selection
投资期限的长度对投资组合选择的影响
www.ilib.cn
6.
Several theories in allowed short optimal portfolio model
允许卖空的最优资产组合投资模型中的几个定理
www.ilib.cn
7.
VaR Based Optimal Portfolio Selection Strategy
基于VaR的最优资产组合选择策略
service.ilib.cn
8.
Dynamic optimal portfolio in a VaR framework
基于VaR控制下的动态优化投资组合
www.ilib.cn
9.
To Solve the Problem of Optimal Portfolio about Utility by Applying an Interior Point Algorithm
应用内点算法求解效用函数意义下证券组合有效选择问题
www.ilib.cn
10.
Optimal portfolio in fractional Brownian motion environment
分数布朗运动环境下的最优投资组合
ilib.com.cn
1.
A Model of Optimal Portfolio for Efficient Management of Highways
高速公路有效经营的投资最佳组合模型的研究
service.ilib.cn
2.
Optimal Portfolio of Risk Investment Projects
风险型投资项目最优组合决策的探讨
www.ichacha.net
3.
the optimal portfolio should not be the one I show there,
最佳投资组合并不是我在这讲的那个
dongxi.net
4.
Research on Corporate Bond Optimal Portfolio
企业债券组合的优化问题研究
www.ilib.cn
5.
The Optimal Portfolio with Information
具有信息的最优投资组合
www.ilib.cn
6.
Several Properties in Ln-optimal Portfolio Model
Ln-最优资产组合投资模型的几个性质
service.ilib.cn
7.
Convergence of optimal portfolio under VaR with fat tails
VaR之下厚尾分布的最优资产组合的收敛性
www.ilib.cn
8.
Selecting the Optimal Portfolio by Value at Risk's Preference
基于风险价值偏好的最优投资决策分析
www.ilib.cn
9.
Optimal portfolio model in allowed short market
允许卖空的最优资产组合投资模型
www.ilib.cn
10.
Optimal portfolio strategy of generation company based on the arbitrage pricing theory
基于套利定价理论的发电商最优交易组合策略
www.ilib.cn
1.
A new Approach to Determining Optimal Portfolio
一种确定最优证券组合的新方法
www.ilib.cn
2.
Optimal Portfolio Model Based on VaR and Its Application
基于VaR风险测度的投资组合优化模型及应用
www.ilib.cn
3.
Optimal Portfolio Investment Model Under the New Risk Concept
新风险概念下的最优证券组合投资模型
ilib.cn
4.
The Optimal Portfolio Policy Based on the Stochastic Volatility
基于随机市场系数模型的最优投资组合策略
www.ilib.cn
5.
Exchange rate risk measure of foreign assets and optimal portfolio selection in China's commercial banks
我国商业银行外汇资产的汇率风险测量与最优组合选择
www.ilib.cn
6.
Optimal Portfolio Model Based on VaR and Two-Fund Separation
基于VaR和两基金分离的投资组合模型
www.ilib.cn
7.
The Study on the Problem of Optimal Portfolio about Utility
效用函数意义下投资组合有效选择问题的研究
www.ilib.cn
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更新时间:2025/8/18 2:53:26