二是基于相关机会规划模型:投资者首先确定一个收益目标,然后寻找证券组合以最大概率实现目标。
In portfolio selection model based on dependent-chance programming, we maximize the probability of the event that the total return rate is not smaller than a predetermined value.
针对预期收益率与风险损失率为模糊数时,建立了一种具有模糊系数的证券组合投资选择模型。
A optional model of portfolio investment with fuzzy-coefficient in which profit rates and risk rates are fuzzy Numbers is presented in this paper.
资本资产定价模型(CAPM)假设投资者具有一致预期,关于资本资产各项特征的判断完全相同,投资者会选择同一个更优的组合。
Capital asset Price Model (CAPM) presumes that all investors have same prolepsis about asset characteristic in capital market, and investors will chose same portfolio to maximize their return.
并根据该指标,提出了股票投资组合的优化模型。
Based on this index, an optimization model of stocks portfolio is put forward.
外显示样品返回和在其他章节的风险投资组合对冲的MS -催化裂解-GARCH模型的银行具有更好的性能使用。
Out-of-sample returns and risks in other sections show that portfolio hedging MS-DCC-GARCH model used by bank has better performance.
在本模型中综合考虑了证券组合的收益,风险,交易费用等因素,对投资者选择有效证券组合有一定的实用价值。
The profit rate, investment risk and transaction cost are synthetically considered in this new model, which is very useful in the portfolio selection.
在分割市场下,不同的投资者有不同的前沿组合,经典的CAPM模型将会失效。
Under the market segmentation, the classic CAPM is going to be invalidation.
在分割市场下,不同的投资者有不同的前沿组合,经典的CAPM模型将会失效。
Under the market segmentation, the classic CAPM is going to be invalidation.
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