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VaR Based Optimal Portfolio Selection Strategy 基于VaR的最优资产组合选择策略
The optimal portfolio selection of singular covariance matrix 奇异协方差矩阵的最优投资组合选择
Optimal Portfolio Selection Based on Black-Scholes Model Theory 基于Black-Scholes模型的资产组合
Numerical method for optimal portfolio selection in stock market with frictions 摩擦市场上最优投资组合的一种数值解法
An Optimal Portfolio Selection Model Under Constraints of Both VaR and Risk-free Investment 具有VaR约束和无风险投资的证券组合选择方法
The Properties of Portfolio's Covariance Matrix and The Optimal Portfolio Selection 投资组合协方差矩阵的性质与最优组合的选择
Optimal portfolio selection of friction market in the case of short sales under liability 负债下摩擦市场允许卖空时的最优投资组合
The Application of Return-affecting Firm Characteristics in Optimal Portfolio Selection 影响收益的公司指标在最优投资组合选择中的应用
Exchange rate risk measure of foreign assets and optimal portfolio selection in China's commercial banks 我国商业银行外汇资产的汇率风险测量与最优组合选择
Optimal Portfolio Selection of Friction Market in Case of No Short Sales under Liability 负债下摩擦市场不允许卖空时的最优投资组合
Optimal Portfolio Selection 最优投资组合
The short-selling mechanism affects the optimal portfolio. 卖空机制影响风险资产组合。
Harry Markowitz presented the portfolio selection theory in1952. 1952年，马科维茨提出了资产组合选择理论。
The efficient boundary of the portfolio selection is the key to determine the optimal investment structure. 证券组合投资有效边界是确定最优投资结构的关键。
How to settle an example of the model is demonstrated and an optimal portfolio of cross hedging is achieved. 运用旋转算法对一个具体的算例进行计算，求出了相应的最优套期保值组合；
In chap-ter2,3.We study portfolio selection strategy to base on the safety first criteria. 第二，三章研究跳跃-扩散模型中基于“安全第一准则”的最优投资组合策略，第四章研究跳跃-扩散模型证券投资组合选择的随机微分对策。
An algorithm based on inverse matrix for mean variance portfolio selection model is proposed. 介绍均值方差资产组合选择模型的一种以逆矩阵为基础的算法。
The past 50 years have witnessed a remarkable development in portfolio selection both in theory and real practice. 经过50多年的发展;投资组合选择的理论研究和实践已经取得了相当丰富的成果.
Such analyses have been performed using asset trees and asset graphs to obtain the taxonomy of an optimal portfolio of stocks . 虽然集体模式的存在已从市场动态的研究中推断出来，但是这类的研究几乎完全专注于发达市场，特别是新纽约证券交易所。
In this paper, We generalize the results of Yan et al results on the growth optimal portfolio in a market driven by jump-diffusion processes with multi-risky assets. 作者将严加安等的带一个跳过程的整体最优策略的结果,推广到一个广义的市场,该市场具有多个跳过程、个风险资产。