1) open short position
卖空空仓
2) short position
卖空;淡仓;淡仓合约;卖出的期货合同
3) short sale
卖空
1.
In this paper, we study a minimax problem for portfolio selection with transaction costs in the case of no short sales of assets and no borrowing or lending.
研究了带交易费及不允许卖空和借贷情况下最优投资组合的极大极小问题。
2.
This model considers the transaction expenditure and whether to allow short sale or not.
本文在介绍β系数涵义的基础上,以β系数的证券投资风险分析为起点,以考虑交易费用和是否允许卖空为条件,建立起相应的线性规划模型,并借助线性规划的大M法,分析了模型解的性质,最后给出了具体的数值分析。
3.
In this paper, based on portfolio selection and Asset pricing Three-parameter Framework (Simaan(1993)), The author puts forward a new portfolio selection model with transaction cost and without short sale, In the end the author gives the algorithm of the new optimization problem.
本文在 (Simaan(1993) )组合选择的三参数模型的框架下 ,考虑了交易费用 ,限制卖空 ,提出了新的风险证券投资组合模型 ,并给出了风险投资最优比例的算法 。
4) short selling
卖空
1.
Portfolio model of short selling with probability criterion;
允许卖空情况下证券投资组合的概率准则模型
2.
Explicit formula for equilibrium price with short selling and necessary and sufficient condition for it;
允许卖空时均衡价格的计算公式及其充要条件
3.
The interval searching approach for solving portfolio frontier with no short selling;
求解不允许卖空证券组合前沿的区间搜索方法
5) short sales
卖空
1.
Simulation study on short sales mechanism based on agent in China market;
基于Agent的我国股票市场卖空机制仿真研究
2.
Portfolio model under limited short sales;
限制卖空条件下的证券投资组合
3.
This paper studies the structure of M-V portfolio efficient frontier with no short sales and its changes when the number of securities increases or decrease by k.
分析了不含无风险资产的投资组合在不允许卖空的情况下MV有效前沿的结构,以及当证券数目增加(或减少)k种时MV有效前沿的变化情况,得到了有效前沿的运动规律:当可选证券数目增加时有效前沿向下方漂移;当可选证券数目减少时有效前沿向上方漂移。
6) short-selling
卖空
1.
The short-selling permitted portfolio optimization under a minimax rule;
允许卖空的基于MINIMAX规则的证券组合选择
2.
Optimal portfolios in a market without short-selling;
不允许卖空条件下的最优投资组合
3.
Based on Markowitz s classical Mean-Variance model,we discussed the portfolio optimization under short-selling and no short-selling,and analyzed portfolios containing risk-free asset and without risk-free asset by Matlab.
基于马柯维茨的经典均值-方差模型,讨论了在允许卖空和不允许卖空两种情况下,证券组合优化问题。
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