1) riskless portfolio methods
无风险投资组合方法
2) risk investment portfolio
风险投资组合
1.
With the theory of stochastic differential equation, the authors discuss a problem of a class of risk investment portfolio with stochastic character.
利用随机微分方程理论,对一类具有随机特征的风险投资组合问题进行深入研究。
4) risk-free investment
无风险投资
1.
The efficient boundary of the stocks combination investment and the influence on it by the risk-free investment;
证券组合投资有效边界的研究及无风险投资对其的影响
2.
This paper establishes a portfolio Selection model under constraints of both VaR and risk-free investment, and under the assumption that the rates of securities returns are normal random variables, the explicit formulas of investment proportions and the mean-variance efficient frontier of the optimal portfolio are presented.
本文提出了具有VaR约束和无风险投资的证券组合优化模型,在证券收益率服从正态分布的前提下,给出有效投资比例及有效边界的解析形式,它是传统的均值-方差模型及有效证券组合的推广。
6) portfolio risk
投资组合的风险;资产组合的风险
补充资料：风险投资的风险
风险投资的风险是指投资活动中人们不希望的后果出现的潜在可能性。
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