1) return of arbitrage portfolio
套利组合收益率
3) Arbitrage earnings
套利收益
5) arbitrage portfolio
套利组合
1.
Firstly, we deal with the mean-variance frontier of arbitrage portfolios under investment proportion limitations.
因此,考虑到现实应用,对套利组合的分析也须研究存在投资权重限制时的选择问题。
2.
Based on the comparison of two basic financial concepts, investment and arbitrage, the definitions for the arbitrage portfolio and its return are introduced, then their theoretical and practical implications are presented.
通过比较投资、套利这两个极其基本的金融概念及其相关的一些概念,严格导出了套利组合和套利组合收益率的概念,进而讨论了明确这些概念的理论及实际意义。
3.
In this paper, the arbitrage portfolio model is directly obtained based on the description of Arbitrage Pricing Theory when there are arbitrage opportunities.
本文根据套利定价理论的基本描述,直接得到存在套利机会的情况下求解套利组合的模型。
6) portfolio yield
组合收益
1.
A portfolio yield and portfolio risk measuring model based on the credit risk migration
基于信用风险迁移的组合收益与组合风险计量模型
补充资料：财务内部收益率
财务内部收益率
financial internal rate of return,FIRR
ea一wu ne，bu shouy{IU财务内部收益率return，FIRR)(finaneial internal rateof见电力项目对务评价。
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