1) portfolio
[英][pɔ:t'fəʊliəʊ] [美][pɔrt'folɪo]
组合证券
1.
Analysis of Minimum-Variance Portfolio and its Properties;
最小方差组合证券集及其特性分析
2.
Iterative Methods for Portfolio Investment Risk Minimization with the Index of Weighted Sum of Line Elements;
加权行和指标下组合证券投资风险最小化迭代算法
3.
The genetic algorithms is used to solve the problem of the portfolio investment with expected rate of return under the condition of nonnegative constraints,and it is also applied to a six kind of stock investment problem.
讨论了非负约束条件下实现预期投资收益率的组合证券投资的遗传算法。
2) portfolio selection
证券组合
1.
An improved criterion on equal amount of portfolio selection has been proposed,after analyzing the Markowitz s portfolio selection model.
以证券组合选择为研究对象,讨论寻求高收益、低风险的最佳证券组合。
3) securities combination
证券组合
1.
By Applying the financial securities combination theory and Bayes method a kind of securities profit prediction model is constructed.
应用金融证券组合理论和Bayes方法构造一种证券收益预测模型。
2.
In this paper, the author discussed the best securities combinations in class 1 safety field, provided the optimized controlling strategies to investors who want the fortune meets the scheduled target as soon as possible, took some data analyses on detailed target fortune and parameters of financial market, by which worked out the minimum average time to gain the scheduled target fortune.
本文讨论了一类安全区域内的最优证券组合问题,给出了投资者为了使自己的财富在尽可能短的时间内达到预定的目标财富所应采取的最优控制策略,并且针对具体的目标财富值及金融市场参数进行了数据分析,得出了为获得既定目标财富所需平均时间的最小值。
4) portfolio
[英][pɔ:t'fəʊliəʊ] [美][pɔrt'folɪo]
证券组合
1.
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
2.
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
3.
Study on the efficient frontier characters of portfolio;
证券组合有效前沿性质的进一步研究
5) portfolio investment
证券组合
1.
An optimum-simulation-base genetic algorithm is devised for solving VaR-aimed portfolio investment model with probability criterion.
提出一种概率准则意义下基于VaR的证券组合模型,采用蒙特卡罗(MonteCarlo)模拟技术和遗传算法(GA)相结合的思想,设计出求解算法。
2.
When the definite matrix is non-positive,this paper studies the model of portfolio investment and it gives calculating method for optimal investment coefficient of proportionality,efficient boundary,unnecessary portfolio as well as arbitrage chance.
研究了非正定方差阵下,证券组合投资模型的最优投资比例系数的计算,有效边界,冗余证券的数量以及套利机会。
3.
In this paper, by setting up a critical line equation of portfolio investment without or within non-negative restriction, we advance a method to find out the optimal weight of portfolio investment, whether yield or risk is given.
本文通过建立无非负约束和有非负约束条件下证券组合的临界线方程 ,分别给出了求解允许卖空与限制卖空时证券组合投资最优权重的一种方法。
6) universal portfolio
泛组合证券
1.
The conception and some principles of portfolio and universal portfolio were first introduced,and based on the universal portfolio strategy presented by Cover(1991) and an iterative algorithm for given by Cover(1996),an improved iterative algorithm for universal portfolio selection was presented.
阐述了组合证券以及泛组合证券的基本概念,根据Cover(1991)提出的泛组合证券策略和Cover(1996)给出的计算b~n的递推算法,提出了泛组合证券选择b~n的一个改进的递推算法,该算法比Cover(1996)’s要简单得多。
补充资料：避税型证券组合
避税型证券组合——
避税型证券组合是一种特殊类型的证券组合。以美国为例，它通常投资于市政债券，这种债券免交联邦税，也常常免交州和地方税。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条