1) no addimission short sale
不允卖空
2) no short sale
不允许卖空
1.
It has been a very difficult problem to solve Markowitz model with no short sale in finance.
对不允许卖空情况下的Markowitz模型的求解 ,在金融学里面 ,一直是个很棘手的问题 。
2.
Under the condition of no short sale,a portfolio selection problem about a company with liabilities is discussed.
讨论在不允许卖空的限制条件下负债企业的组合投资问题,建立了最优组合投资的选择模型,给出了负债企业最优的投资策略以及投资的有效边界,重点研究了有效边界的静态性质,以及当企业的负债发生变化时有效边界和最优投资策略的动态性质。
3) without short sale
不允许卖空
1.
On the basis of Markowitz s model for portfolio investement decision,this paper studies the efficient frontier of portfolio without short sale and its character,presents portfolio investement decision method under the condition of non short sale.
根据组合证券投资决策模型，研究了不允许卖空的组合证券投资的有效边界及其性质，给出了不允许卖空情况下组合证券投资决策方法。
4) without short sales
不允许卖空
1.
The paper studied mean-variance and mean-VaR models without short sales respectively,then used pivoting algorithm and sequence of quadratic programming method to solve those models.
文章研究了不允许卖空情况的均值-方差和均值-VaR两种投资组合模型,并运用不等式组的旋转算法并结合序列二次规划法进行求解。
2.
The paper respectively proposed mean-variance and mean-VaR models without short sales,then used piv- oting algorithm and sequence of quadratic programming method to solve those models.
文章提出了不允许卖空情况的均值-方差和均值-VaR 两种投资组合模型,并运用不等式组的旋转算法或结合序列二次规划法进行求解。
6) without short selling
不允许买空
1.
This paper uses CVaR to replace variance or VaR to measure risk;establishes the utility Function on mean;CVaR and studies portfolio selection problem without short selling.
本文利用CVaR方法代替方差或VaR来度量风险,建立了关于期望和CVaR的一般二元效用函数,进而研究了不允许买空时n种风险资产投资组合的效用最大化问题。
补充资料：卖空
卖空——
预计股价将下跌，因而卖出股票，在发生实际交割前，将卖出股票如数补进，交割时，只结清差价的投机行为。
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