Research on the M-V efficient frontier as the security number changes;
M-V证券数变化时有效前沿的研究
Study on the M-V efficient frontier with non-risk assets;
存在无风险资产的M-V有效前沿进一步研究
Optimization of Portfolio:Efficient Frontier under Saving/Borrowing Rates Spread;
有存贷利差最优投资组合的有效前沿研究
We obtain a complete computational method of the effective frontier as follows:①If speculation is not allowed,then the effective frontier is the hyperbola segment S 1S 2 when ρ 12≥σ 1σ 2,and the effective frontier is the hyperbola segment CS 2 when ρ 12<σ 1σ 2.
本文对两种证券组合的风险收益曲线进行了研究 ,并得到了有效前沿的完整计算法如下 :①若不允许卖空 ,则当 ρ12 ≥σ1/σ2 时 ,有效前沿就是证券S1和S2 的可行集 ,即双曲线段S1S2 ;当 ρ12 <σ1/σ2 时 ,有效前沿是证券S1和S2 的可行集的一个子集 ,即双曲线段CS2 ,其中C位于双曲线段S1S2内 ,并且该点风险最小。
Using functional analysis theory,this paper proves the existence of the portfolio effective frontier under random vector Hilbert space.
文章应用泛函分析理论,构造了随机向量希尔伯特空间,在一定的理论准备下,论证了马科维茨组合选择理论中“有效前沿”的存在。
An analysis of the substitution rate of annuity and its corresponding investment risks and ratios can be made in accordance with the historical performance of closed funds through the portfolio effective frontier approach, indicating the upper limits of trust costs and performance management expenses and providing a decision-making approach.
运用投资组合理论的有效前沿方法 ,依据封闭基金的历史业绩 ,对企业年金收益替代率的关系以及相应的投资风险和投资比例进行分析 ,可得出委托代理成本和绩效管理费用上限 ,为企业年金的委托投资提供决策方法。
Efficient Frontier of Portfolio under Different Loan Interest Rates
不同借贷利率的投资组合的有效前沿
Study on the efficient frontier characters of portfolio
证券组合有效前沿性质的进一步研究
The Existence of The Effective Frontier Under Hilbert Space;
泛函分析框架下论“有效前沿”的存在
Mean--CVaR Efficient Frontier and Its Economic Implications(II);
风险资产组合的均值—CVaR有效前沿(Ⅱ)
Research on the Efficient Frontier of Mean-CVaR under Normal Distribution Condition;
正态条件下均值-CVaR有效前沿的研究
The Efficient Frontier of Portfolio in Different Borrowing and Lending Rates;
不同借贷利率下投资组合的有效前沿
The Analysis of M-V Efficient Frontier with the Change of Security Number;
证券数目变化时M-V有效前沿的分析
On the Computational Method of the Effective Frontier for the Combination of Two Kinds of Negotiable Securities;
关于两种证券组合有效前沿的计算法
Research on the M-V efficient frontier as the security number changes;
M-V证券数变化时有效前沿的研究
Mean-CVaR Efficient Frontier and Its Economic Implications(Ⅰ);
风险资产组合的均值—CVaR有效前沿(Ⅰ)
Study of portfolio with transaction costs
考虑有交易成本的证券组合的有效前沿研究
Optimization of Portfolio:Efficient Frontier under Saving/Borrowing Rates Spread;
有存贷利差最优投资组合的有效前沿研究
Dynamic Analysis of the Effects from Newly Increased Security on Portfolio Frontier
新增证券对证券组合有效前沿影响的动态分析
Mathematical Analysis of the Portfolio Frontier in Friction Market;
摩擦市场中投资组合有效前沿的数学分析
Technology Progress and Efficiency Frontier Moving in Chinese Telecommunications Market;
中国电信市场的有效前沿移动与技术进步
Influence on the Efficient Frontier of Portfolio with Decreasing Securities Number;
证券数减少对证券组合有效前沿的影响
Study on the M-V efficient frontier with non-risk assets;
存在无风险资产的M-V有效前沿进一步研究
Analysis of Portfolio Efficient Frontier Based on Copula-APD-GARCH Model
基于Copula-APD-GARCH模型的投资组合有效前沿分析
