The mean-variance spanning under the framework of HJ SDF with the help of two fund separation theorem is studied.

The research about futures hedging model has experienced three stages of development-traditional hedging, linear regression, Linear mean variance.

As its application,this paper studies class of mean-variance portfolio selection problem with continuous-time,its objective is to minimize the expected terminal return and minimize the variance of the terminal wealth.

We study the different efficient frontiers of Mean-variance model obtained by solving mean-VaR model,and show that the Mean-VaR efficient set are subset of the Mean-Variance efficient frontier under assumption that returns are normally distributed.

The paper summarized domestic and international research results in the field of Markowitz s mean-variance model.

This paper studies mean-variance portfolio model and shows optimum solution of the model.

With the perspective of risk transferring, this thesis focuses on discussing the reinsurance optimization model under mean-variance principle, utility theory and sharpe s ratio, their meanings, basic ideas and conditions applicable.

Thes paper analyzes the frontiers of efficient mean-variance portfolio with non-linear programming.

When sub images are merged to their higher-level bigger ones, a threshold of quadratic deviation and a level difference is used to control if leaf nodes and their corresponding middle node on the quadtree would be produced or not.