A multi-risky asset simulation model MRA-ASM is created on almost the same investor assumption in DMF-REM.
基于DMF-REM的投资者假设,创建多风险资产仿真模型MRA-ASM。
参考来源 - 基于计算实验金融的典型股票收益异象定价研究The investment includes not only the riskless asset, but also the risky asset.
考虑投资不仅包括无风险投资,还有一部分可以用来进行风险投资。
参考来源 - 用随机过程及最优控制理论研究带投资的风险模型·2,447,543篇论文数据,部分数据来源于NoteExpress
The paper presents a problem of hedging a risky asset.
研究未定权益的平方套期保值问题。
Taxes reduce the expected return on a risky asset but also lessen its riskiness.
税收减少了风险资产的预算收益,但也降低了它的风险。
Financial mathematic models of a riskless asset and a risky asset are discussed in this paper.
讨论了一个无风险资产和一个有风险资产的金融模型。
You have to limit your exposure to risky asset classes to a level that allows you to sustain those positions even in the face of terribly adverse market conditions.
你必须把手中持有的风险资产,限制在一个合适的比例水平,并且即使到了最差的市场环境下,你依旧能够承受这些风险资产
Tangent means that it has the same slope, it just touches the efficient portfolio frontier for risky assets at one point, and the slope of the efficient portfolio frontier, including the riskless asset, is a straight line that goes through the tangency point, here.
相切意味着斜率相同,它与包含风险资产的有效边界,交与一点,而包含无风险资产的,有效边界,则是一条过切点的直线,切点在这里。
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