efficient frontier造句
例句与造句
- Study on the efficient frontier of portfolio under financing constraints
融资约束条件下投资组合有效边界研究 - Pension fund investment , optimal commission rate , external fund management , efficient frontier
退休基金投资、最适佣金费用率、基金委外管理、效率前缘。 - The capital asset pricing model ( capm ) demonstrates that the market portfolio is essentially the efficient frontier
资本资产定价模式capm证明市场投资组合本质上是有效的边界。 - The paper details the efficient frontier of the model , and analyses the existence conditions of the optimal solutions
给出了该模型的解析算法，对最优解的存在性条件进行分析。 - The cml is considered to be superior to the efficient frontier since it takes into account the inclusion of a risk - free asset in the portfolio
Cml被认为对有效边界来说是更高级的，因为它考虑到了投资组合的无风险资产的内容。 - It's difficult to find efficient frontier in a sentence. 用efficient frontier造句挺难的
- The cml is derived by drawing a tangent line from the intercept point on the efficient frontier to the point where the expected return equals the risk - free rate of return
Cml来自于从有效边界上的截取点到预期回报等于无风险回报率的点画一条切线。 - Taking variance as the risk measure , the e - v model is established . the solution and property of efficient frontier with or without short sale constraint is analyzed
以半方差为风险度量标准，建立了证券组合投资的e - sh模型，并探讨了其求解方法。 - The empirical results show that one may reduce risk and increase return of a portfolio , - then improve its performance by constructing efficient frontier on the space of expected return / cvar
我们的实证研究表明， cvar优化模型通过构造期望收益/ cvar有效前沿，在减少与控制组合的风险以及最大化组合收益方面具有重要的作用，从而可以提高组合的业绩。 - Furthermore , we examine the efficient frontier in the shanghai , shenzhen and the closed - end fund market . the efficient frontier in shenzhen is superior to the shanghai efficient frontier characterized with higher return and higher volatility
在股票市场和基金市场的有效边界实证分析中，我们比较了上海、深圳股票市场以及证券投资基金市场的有效边界。 - Based on e - v model , empirical analysis on sample stocks of shanghai 30 index is made . according to the model , efficient frontier is plotted and optimum proportion is worked out . we can find that risk is reduced to the lowest level as result of investing to 9 stocks
在e - v模型的基础上，针对我国证券市场上证30指数的指标股为对象进行实证研究，以周收益率为基准，计算出有效边界，得出最优投资比例，结果表明，只需要将投资分配于其中的9只股票，就可以将风险降低到最低限度。 - The first part is introduction , presenting this paper ' s structure , research background and so on ; the second part introduces some issues relating closely to risk , the tangency point between indifference utility curve and efficient frontier is the optimal portfolio ; the third part explores risk evaluation , this part begins with some risk factors affecting security ' s price and return , then analyzes the methods evaluating degree of risk , finally , introduces a more popular method of risk evaluation - - var ; the forth part expounds risk management , this part studies some risk control strategies correspond to specific risk mentioned above ; the last part put forward some advice contrapose issues existed in risk management in china
第一部分为绪论，介绍本文的相关背景；第二部分是与风险相关的几个问题，等效用曲线与有效边界的切点是投资者选择的最佳投资组合；第三部分是风险衡量，该部分首先分析了证券与股票所面临的风险，然后对债券和股票分别介绍，最后介绍了目前比较流行的风险衡量方法? ? var方法；第四部分为企业风险管理，这里针对上文所述的风险提出相应的风险控制策略；第五部分针对目前我国风险管理中存在的问题提出了几点建议。 - With respect to the closed - end fund market and the stock market , we find that the efficient frontier of the fund market is superior to the stock market in the low yield area ; this has great significance to the investment of the chinese insurer , which is highly regulated in their investment activity because of the high volatility of the chinese stock market
指出深圳市场有效边界高收益、高风险的特色；而基金市场的有效边界在低收益区间明显优于股票市场，表明目前阶段对保险公司的投资限制对于处于发展初期的我国保险业投资的特殊重要意义。 - Finally , with tobin ' s " separation theorem " , we introduce the transaction cost into the efficient frontier and t he effective efficient frontier is obtained . and a quadratic utility function is applied to demonstrate that maintaining a suitable level of transaction cost in the current chinese stock market is important to the equilibrium of the chinese stock market and the risk control of the individual asset
本文的第四部分，引用托宾的“分离定理” ，通过加入交易成本，区分了名义有效边界和实际有效边界，指出了交易成本调整对我国股票市场均衡影响的作用机制，并引入了效用函数，实证研究了交易成本适度对我国股票市场均衡和个人资产风险水平控制的重要意义。 - The writer mainly uses the financial ratio analytical method and the most popular approaches in determining the international banking efficiency ? the efficient frontier approaches , in which this paper choose one of the non - parameter approaches , data envelopment analysis ( dea ) , to evaluate and analyze the above four banks ’ changes in efficiency before and after mergers during 1999 - 2004 , and it also makes an omni - directional comparison from many angles , with quantitative and qualitative analysis
通过综合运用财务比率分析方法和国际银行业效率分析中比较流行的前沿分析方法中的非参数分析方法? ?数据包络分析法( dea )对上述四大银行在1999 - 2004年间银行并购效率的变化情况进行了全方位、多角度、动静态相结合的定量和定性比较分析。 - Furthermore , the efficient frontier derived by the optimal portfolios of stocks selecting by three - dimensions entropy decision making model can fit the efficient frontier of optimal portfolios derived from the whole stocks . the three - dimensions entropy decision making criteria can help investors select a proper number of suitable stocks to make portfolio . secondly , we produce entropy weighting double points method by combining entropy weighting method and double points method
其次，将熵权法与双基点法相结合产生熵权双基点法，给出了该方法详细的思路和运算步骤，并将其应用在股票投资价值评价中，通过对六只钢铁产业类股票的实证分析表明，熵权双基点法在比较股票间相对投资价值时具有较大优势，基本上能够如实的评价待评股票的投资价值，为投资者进行投资决策提供良好可靠的建议。
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