portfolio investment selection证券组合投资选择
markowitz portfolio-selection-model马可维茨组合证券模型
Portfolio Selection and Management投资组合选择与管理;组合证券选择和管理
Investments and Portfolio Selection投资和投资组合选择;投资与投资组合分析
dynamic portfolio selection动态投资组合
markowitz portfolio selection theorymarkowitz组合选择理论
possibility portfolio selection model可能性投资组合模型
modern portfolio selection组合证券投资
portfolio selection decision组合投资决策
In this paper, the state of the stock market in shanghai during 1992 - 95 is studied, by utilizing the technics of portfolio selection.
应用组合投资理论的技术,对1992～1995年间的上海股票市场作了分析。
This thesis concentrates on portfolio selection by investors under uncertainty and the efficiency, the equilibrium, and as well as the pricing mechanism of capital market. It suggests improvement of the MPT test model by utilizing the method of econometrics.
本文以现代资产组合理论的主要内容为研究对象，系统分析了投资主体不确定条件下的资产选择行为、资本市场的有效性、均衡条件及定价机理等问题，并结合计量经济学的研究成果，对现代资产组合理论的实证方法进行了改进。
M-V portfolio selection of random time horizon.
随机时域的M-V最优投资组合选择。
The second part of the thesis is about the application of credibility theory. We employ credibility theory to study portfolio selection problem, and build three types of portfolio selection models in fuzzy environment.
论文第二部分是可信性理论的应用:将可信性理论应用于有价证券选择问题,通过模糊变量的期望值和方差,以及可信性测度建立了三类模糊环境下的有价证券选择模型。
参考来源 - 可信性理论及其在有价证券选择中的应用Considering portfolio selection issue with the realistic environments of the stock exchange market in China,this paper presents probability criterion model of portfolio selection.
考虑到中国证券交易的限制规定及现实投资者并非完全理性的决策行为,给出了组合投资收益-损失风险双目标概率准则的整数规划模型。
参考来源 - 组合投资双目标概率准则模型及GASS II算法求解 in C