本文關(guān)鍵詞：股票組合的風(fēng)險變動規(guī)律及最佳組合有效前沿——Markowitz理論在深圳證券市場的應(yīng)用實證，由筆耕文化傳播整理發(fā)布。

所有學(xué)科

金融

投資

數(shù)學(xué)

宏觀經(jīng)濟管理與可持續(xù)發(fā)展

證券

    The thesis starts out from the concept and characteristic ofventure fund, first studies the organizational style and operational rule ofventure fund, and analyzes the based risk of venture fund, then makes use ofthe Analytical Hierarchy Process(AI-LP), Markowitz Model, Capital AssetPricing Model (CAPM) and Arbitrage Pricing Model(APT) etc. modeminvestment theory to put forward the concrete strategy and method of venturefund in the individual investment, assorted investment and investmentmanagement fields.

    本文從創(chuàng)業(yè)基金的概念和特點出發(fā)，首先研究了創(chuàng)業(yè)基金的組織類型和運作規(guī)律，然后分析了創(chuàng)業(yè)基金運作中存在的風(fēng)險，并介紹運用層次分析法（AHP）和馬科維茨（Markowitz）模型、資本資產(chǎn)定價模型（CAPM）、套利定價模型（APT）等現(xiàn)代投資理論對創(chuàng)業(yè)基金在單項投資、組合投資和投資管理等方面提出了具體的投資策略和方法。

短句來源

    In theoretical connection, the Markowitz model, the Sharp model, and the CAPM model are analyzed to lay down bases for the afterwards research.

    理論上，運用馬科維茨模型、夏普模型、資本資產(chǎn)定價模型(CAPM)、套利定價模型(APT)分析養(yǎng)老保險基金投資的最佳組合。

短句來源

    The paper analyses three main theories: Markowitz's portfolio Selection Model, Sharpe's Capital Asset Pricing Model, Black and Sholes' Option Pricing Model. Besides, the paper also studies Duration-Convexity theory.

    本文系統(tǒng)分析關(guān)于證券投資市場風(fēng)險計量的三個核心理論：馬科維茨投資組合理論、資本資產(chǎn)定價模型、期權(quán)定價理論。

短句來源

    VaR is not a insular method, it can combines with other models, for example, the paper gives a Markowitz's Portfolio Selection Model under VaR restriction.

    VaR不是孤立的市場風(fēng)險計量方法，它完全可以和以往的理論結(jié)合起來。 如論文給出了一個加入VaR約束的馬科維茨投資組合模型。

短句來源

    Aiming at Chinese actual situation, the paper studies a Markowitz's Model, which can be used to measure conservative investors' portfolio market risk.

    針對我國的實際情況，，論文研究了適合于風(fēng)險規(guī)避型投資人計量其風(fēng)險的馬科維茨模型。

短句來源

更多       

    This paper studies Markowitz Portfolio Selection Theory and Sharpe Capital Asset Pricing Model from each aspect , especially explains Capital Asset Pricing Model and its recent development in finance field.

    本文對馬柯威茨證券投資組合理論和夏普資本資產(chǎn)定價模型作了全面的研究,著重探討了資本資產(chǎn)定價模型及其在財務(wù)領(lǐng)域的發(fā)展。

短句來源

    The Law of Risk Variation of Stock Combination and the Effective Frontal of the Optimum Combination:An Applying Example of Shenzhen Stock Market Based on Markowitz Model

    股票組合的風(fēng)險變動規(guī)律及最佳組合有效前沿——Markowitz理論在深圳證券市場的應(yīng)用實證

短句來源

    Characteristics of the Pivoting Algorithm for Markowitz Portfolio Selection Model

    馬科維茲資產(chǎn)組合選擇模型旋轉(zhuǎn)算法的特點

短句來源

    Markowitz Model Analysis of Fund Manager Changing Portfolio

    基金管理人變動資產(chǎn)組合的Markowitz模型分析

短句來源

    Efficient application of markowitz portfolio theory in security market of China

    Markowitz投資組合理論在中國證券市場的應(yīng)用

短句來源

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查詢“markowitz”譯詞為用戶自定義的雙語例句
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  markowitz

We develop a new algorithm for solving the linear system using sparse Gaussian elmination with the Markowitz ordering strategy.

The returns on our portfolio surpass those of portfolios that rely on market equilibrium weights or Markowitz-optimal allocations.

The basics of portfolio management theory and methods of efficient selection of assets and their financing have been created by Markowitz and Sharpe.

This is shown with the help of an example due to Markowitz.

It has been suggested in the literature (Samuelson, 1952, Markowitz, 1959) that this can be remedied by an approach which explicitly models the emotional consequences which give rise to the utility of chance.

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Based on Markowitz's expected return and varance model, this paper put forward the optimal port-folio investment model on the non-risk interest rate fluctuating and found out the inner link betueen two models,at last,the paper also inquired into practical meaning that the new model be applied in China's security markets.

本文在馬科維茨的期望收益—方差模型上,提出在無風(fēng)險利率變化下的最優(yōu)證券組合投資模型,并且找出這兩種模型之間的內(nèi)在聯(lián)系,最后對改進模型應(yīng)用于中國證券市場的實際意義也作了探討。

This paper reviews the main contributions and the important applications of contemporary finance theory in the Western countries. It also discusses the Arrow Debreu Equilibrium model,modigliani miller's Theorem, markowitz's mean variance Portfolio Analysis,Sharpe Lintner's capital Asset Pricing model and Ross's Arbitrage Pricing Theory, and finally points out the theoretical consolidation and unification since 1980s.

回顧了當(dāng)代西方金融理論發(fā)展的主要內(nèi)容和重要應(yīng)用。評述了阿羅—德布魯均衡模型、莫迪利亞尼—米勒定理、馬科威茨均值方差資產(chǎn)組合分析、夏普—林德納資本資產(chǎn)定價模型和羅斯套利定價理論，并指出了八十年代以后理論的調(diào)整與統(tǒng)一。

The paper proposes an Objectives Programming Model to calculate profolio based on Markowitz's Quadratic Programming Model and Sharpe's Linear Programming Model. The Objective Programming Model decreases complicated computing progress and its solution is the only one that most satisfies the manager of Mutual Fund. So the model can give the managers more convenience on their decision making. The paper also makes an example by this model, to calculate the portfolio of Shanghai Security A-shares.

根據(jù)目標規(guī)劃的思想 ,針對 Warkowitz的二次規(guī)劃模型和 Sharpe的線性規(guī)劃模型提出了一個計算最優(yōu)證券組合的模型 ,該模型不僅減少了計算時的復(fù)雜運算 ,而且其結(jié)果是僅有的一種最符合要求的證券組合 ,給基金管理人員在決策時更為方便的選擇。還給出了用這一模型對上海 A股的計算分析

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  本文關(guān)鍵詞：股票組合的風(fēng)險變動規(guī)律及最佳組合有效前沿——Markowitz理論在深圳證券市場的應(yīng)用實證，由筆耕文化傳播整理發(fā)布。