Synthetic securities

An improved criterion on equal amount of portfolio selection has been proposed,after analyzing the Markowitz s portfolio selection model.

以证券组合选择为研究对象,讨论寻求高收益、低风险的最佳证券组合。

By Applying the financial securities combination theory and Bayes method a kind of securities profit prediction model is constructed.

应用金融证券组合理论和Bayes方法构造一种证券收益预测模型。

In this paper, the author discussed the best securities combinations in class 1 safety field, provided the optimized controlling strategies to investors who want the fortune meets the scheduled target as soon as possible, took some data analyses on detailed target fortune and parameters of financial market, by which worked out the minimum average time to gain the scheduled target fortune.

本文讨论了一类安全区域内的最优证券组合问题,给出了投资者为了使自己的财富在尽可能短的时间内达到预定的目标财富所应采取的最优控制策略,并且针对具体的目标财富值及金融市场参数进行了数据分析,得出了为获得既定目标财富所需平均时间的最小值。

A study of the specialization of transaction costs and optimal portfolio of the superior asset;

交易成本和优良资产最优证券组合专门化研究

Study of portfolio with transaction costs;

考虑有交易成本的证券组合的有效前沿研究

Study on the efficient frontier characters of portfolio;

证券组合有效前沿性质的进一步研究

Analysis of Minimum-Variance Portfolio and its Properties;

最小方差组合证券集及其特性分析

Iterative Methods for Portfolio Investment Risk Minimization with the Index of Weighted Sum of Line Elements;

加权行和指标下组合证券投资风险最小化迭代算法

The genetic algorithms is used to solve the problem of the portfolio investment with expected rate of return under the condition of nonnegative constraints,and it is also applied to a six kind of stock investment problem.

讨论了非负约束条件下实现预期投资收益率的组合证券投资的遗传算法。

An optimum-simulation-base genetic algorithm is devised for solving VaR-aimed portfolio investment model with probability criterion.

提出一种概率准则意义下基于VaR的证券组合模型,采用蒙特卡罗(MonteCarlo)模拟技术和遗传算法(GA)相结合的思想,设计出求解算法。

When the definite matrix is non-positive,this paper studies the model of portfolio investment and it gives calculating method for optimal investment coefficient of proportionality,efficient boundary,unnecessary portfolio as well as arbitrage chance.

研究了非正定方差阵下,证券组合投资模型的最优投资比例系数的计算,有效边界,冗余证券的数量以及套利机会。

In this paper, by setting up a critical line equation of portfolio investment without or within non-negative restriction, we advance a method to find out the optimal weight of portfolio investment, whether yield or risk is given.

本文通过建立无非负约束和有非负约束条件下证券组合的临界线方程 ,分别给出了求解允许卖空与限制卖空时证券组合投资最优权重的一种方法。

Dynamic Analysis of the Effects from Newly Increased Security on Portfolio Frontier

新增证券对证券组合有效前沿影响的动态分析

Influence on the Efficient Frontier of Portfolio with Decreasing Securities Number;

证券数减少对证券组合有效前沿的影响

Securities Portfolio Selection Multi-model Decision Making Empirical Analysis;

证券组合投资多模型决策的实证分析

Short Selling and Optimal Portfolio Selection ──Multigroup Models

卖空与最优证券组合的选择──多组模型

investment portfolio: Portfolio of longer-term investments.

"投资证券组合,指作长期投资的证券组合。参见 trading portfolio"

Benchmark-Adjusted Portfolio Choices;

使用基准证券组合调整的证券组合投资决策方法

The Research on Price and Trade Volume Analysis in Dynamic Portfolio Investment

动态证券组合投资的价量关系研究

An Analysis on the Gains and Risks of International Portfolio

国际证券组合投资的收益与风险分析

The Quantitative Analysis of the Return and the Risk of Portfolio Investment

证券组合投资收益和风险的量化分析

A Study on Time varying Portfolio Investment Decision on the Basis of the β value Portfolio Investment Decision Model

时变β值证券组合投资决策模型研究

A Model of Risk-Minimization for Portfolio Investment

证券组合投资风险最小化模型的构建

Interval number linear programming method for the portfolio investment

证券组合投资的区间数线性规划方法

Two Optimization Methods for Portfolio Investment Decision

证券组合投资决策的两种最优化方法

The Application of Markov Chain to Portfolio

马尔可夫链在证券组合中的应用(英文)

total portfolio

有价证券(投资组合)合计

To add margin to(a stock portfolio).

给（一个组合证券）注入保证金

Fixed income funds invest in some combination of treasury bills, debentures, bonds, and mortgages.

固定收入基金投资一些国库券、府债券、业债券和抵押证券的组合。

OECD stock market

经济合作及发展组织国家的证券市场