1) portfolio of derivatives
衍生证券投资组合
1.
The objective of this paper is the CVaR risk measurement for a portfolio of derivatives.
本文的研究对象是运用于衍生证券投资组合风险管理中的CVaR。
2) portfolio investment
证券组合投资
1.
Research on portfolio investment based on the expectation of logarithm-entropy model;
基于对数期望-熵模型的证券组合投资研究
2.
The risk coefficient of portfolio investment and its application;
证券组合投资的风险系数及其应用
3.
β-value Portfolio Investment Model with TransactionCosts;
有交易费的β值证券组合投资模型
3) portfolio investment
组合证券投资
1.
Probability Criterion in Portfolio Investment Model with Commissions;
有交易费用的组合证券投资的概率准则模型
2.
The hybrid algorithm is devised to solve the portfolio investment model in terms of probability criterion.
遗传算法中变异过程解空间的搜索由禁忌搜索实现,并且用混合算法求解了概率准则意义下的组合证券投资模型。
3.
We discuss the problem of portfolio investment with risk minimization subject to nonnegative investment proportional coefficient.
研究非负投资比例系数约束条件下,实现风险最小化的组合证券投资问题。
4) portfolio investment
证券投资组合
1.
A risk management modal about portfolio investment;
关于证券投资组合的一种风险管理模型
5) portfolio
[英][pɔ:t'fəʊliəʊ] [美][pɔrt'folɪo]
组合证券投资
1.
By analyzing existent problem that computation is complex and operation is difficult in Markowitz s model of portfolio selection,based on profit satisfaction degree and risk satisfaction degree,this paper presents a new model that more actual and more easy to operate.
针对Markowitz组合证券投资模型计算复杂、可操作差等缺陷,基于收益和风险满意度,试图提出更符合市场要求且更可操作的组合投资模型。
2.
The portfolio investment decision with expected return rate is studied under nonnegative constraint.
研究非负约束条件下 ,实现预期收益率的组合证券投资决策问题 ,将整数线性规划的分枝定界法用于该问题的求解 ,并应用于一个四元证券投资决策问
3.
In this paper the return and risk of portfolio are analyzed.
文章首先分析了组合证券投资的收益率和风险。
6) portfolio selection
证券组合投资
1.
Based on the study of the efficient boundary and the efficient set of the portolio selection allowing short selling,the paper discusses the influence on the efficient boundary and the efficient set of the portfolio selection by the risk free investment.
以允许卖空的风险证券组合投资有效边界、有效集研究为基础，分析了无风险投资的引入对风险证券组合投资有效边界、有效集的影响，并给出了无风险投资与风险组合投资再组合的有效边界、有效集等若干数学结果。
2.
This paper presents a game theory approach for portfolio selection.
将给出证券组合投资分析的一个对策论方法 。
补充资料：衍生证券投资基金
衍生证券投资基金——
衍生证券投资基金是指一种以衍生证券为投资对象的基金。这种基金的风险大，因为衍生证券一般是高风险的投资品种。
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