该词条未找到_海词词典

您要查找的是不是：

Markowitz portfolio theory has become the footstone of modem finance theory. 摘要马柯维茨的投资组合理论奠定了现代金融理论的基石。
The dynamic portfolio theory explains the intertemporal assets structures. 动态的资产组合理论进一步从收入、消费、投资和财富积累这一更为现实的动态经济循环过程分析了跨期流动的资产组合。
Markowitz’s seminal paper “Portfolio Selecting” published in 1952 marks the beginning of modem portfolio theory. 1952年 Markowitz开创性论文“证券组合选择”的发表标志着现代证券组合理论的诞生。
The portfolio mean-variance theory of Markowitz is the foundation of modern portfolio theory and modern financial theory. Markowitz资产组合均值方差理论是现代资产组合理论和金融理论的奠基石。
Total risk management with the portfolio theory as its core demands that banks should measure and manage risks from the whole asset profile. 摘要全面风险管理要求银行从整体资产的角度来计量和管理风险，投资组合是其最为核心的理念。
Markowitz published a landmark paper, Portfolio Selection, which is generally viewed as the origin of the modern portfolio theory. 文章除引言和结论外，分为四章。
Modern portfolio theory is the economic origin for the Prudent Investor Rule, and they are integrated, which would be studied in our trust investment legalization. 现代投资组合理论是美国新谨慎投资者规则的经济学渊源，后者融入了现代投资组合理论的精髓，值得我国在信托投资立法时借鉴。
Since Markowitz applied Quantitative Method to found portfolio theory in the beginning of 1950's, the quantitative analysis of portfolio selection had got greatly development. 自20世纪50年代初Markowitz运用数量化方法创立投资组合理论以来，投资组合选择的定量分析得到了极大的发展。
The optimization model of multi-product inventory with chance constrained attributes based on behavioral portfolio theory is established, which are solved as well. 结合行为证券投资组合理论建立了一种具有机会约束属性的多产品库存优化模型，并给出了其求解算法。
In large financial institutes which take quantitive analysis into use, investors build up investment decision and risk management tools from portfolio theory of Markowitz. 在使用数量化分析的大机构里，投资者所建立的投资决策工具和风险管理工具，大部分是基于马科维茨组合理论的基本原理。
Firstly, this thesis begins with Traditional Portfolio Method and Modern Portfolio Theory (MPT), and discusses especially the basic hypothesizes and models of MPT. 从效用的定义出发,引入CV效用函数,并在均值方差模型的基础上提出了基于CV效用最大的投资组合选择模型。
The mainstream theories as represented by Efficient Market Hypothesis and Markowitz Modern Portfolio Theory, etc. 以有效市场假说、马柯威茨现代资产组合理论为代表的主流理论以一系列假设为前提建立了各种“线性”的和“连续”的资产定价模型，为本论文提供了理论基础。
A study of basic investment instruments, markets for those instruments, management of those instruments in a portfolio. Topics include portfolio theory, capital markets, equities, fixed-income securities, derivative assets, portfolio management. 探讨基本投资工具、这些工具应用的市场及以这些工具做为投资组合的管理。探讨主题包括投资组合理论、资本市场、股票、固定收益证券、衍生性资产及有价证券管理等。
On the basis of the Modern Portfolio Theory, Shefrin and Statman put forward the Behavioral Portfolio Theory ,which becomes one of the theoretical foundations of the behavioral finance. 谢夫林(Shefrin)和斯特曼(Statman)在现代资产组合理论的基础上提出了行为资产组合理论,该理论是行为金融的理论基础之一。
In this paper, we construct the expected value model of portfolio investment according to the modern portfolio theory of Markowitz, and use the genetic algorithms which bases random imitating technology to solve the model. 本文是在Markowitz现代组合投资理论的基础上 ,建立了组合证券投资的期望值模型 ,并讨论了基于随机模拟技术的遗传算法对此模型的求解。
The goal is to learn to think skillfully and maturely, but also independently.The contents include investment environment, markets and instruments, portfolio theory, equilibrium in capital markets. 内容包括：金融投资工具、证券市场与证券交易实务、投资模拟模型、总体经济环境分析、产业与公司分析、权益证券评价等。
We then get the life annuity actuarial present value models of annuity portfolio insurance through the portfolio theory, under the independent stochastic interest rates environment. 然后，考虑市场上存在多种相互独立的随机投资利率的情况下，依据投资组合理论得出企业年金保险中多种生存年金组合的精算现值模型。
In the traditional Markowitz investment portfolio theory, the mean-Variance analysis model is used to analyze the risk and yield and indeed introduce how investors match the risk and yield. 传统的Markowitz投资组合理论对风险收益的分析衡量，采用了均值-方差分析模型，模型结构简单，在一定程度上说明了投资者如何对风险-收益进行匹配。
Dynamic optimal portfolio in a VaR framework developed on the Markowitz’s portfolio theory, it create a new field for investigation of the portfolio theories. 基于VaR约束下的投资组合决策模型,是在原有的马科维茨投资组合理论的基础上发展起来的,为投资组合理论的研究开辟了新天地。