更多高级投资者可能有一些资产的其他选择，例如期权和期货或者其组合。
More advanced investors might also have some of the alternative assets such as options and futures in the mix.
本文研究了参考证券组合对组合证券选择和均衡资产定价的影响。
In this paper, the effects of benchmark portfolio on portfolio selection and asset pricing are analyzed.
探讨CAPM中风险资产市场组合的替代品选择问题。
The problem of choosing a substitute for the market portfolio of risk assets in CAPM is discussed.
本文讨论了用安全第一的一个标准选择最佳多期风险资产组合的问题。
The paper discusses the problem of choice of optimal portfolios in multi period risk investment by safety first criterion.
通过设定不确定性规避状态函数，运用稳健控制方法获得最优动态资产组合选择的封闭解。
It utilizes robust control method to derive the closed-form solution of optimal dynamic portfolio choice by specifying state function of uncertainty-aversion.
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.
在信用风险一定的情况下，我们通过选择不同相关性的资产减小组合的风险。
When the risk of assets is constant, we can select different correlation of assets to minimize the risk of portfolio.
文章考虑投资者自身预测力存在估计误差的感知风险（参数不确定性）对投资者最优资产组合选择问题的影响。
The paper analyses the parameter uncertaintys effect on the investors optimal portfolio choice, it suggests if the investor ignores the estimation risk, he may by lead to take p.
以往关于资产组合选择的研究大多假设市场上存在无风险资产，但无风险资产实际上是不存在的。
Formerly research on portfolio selection mostly made assumption with the riskless asset, but the riskless asset does not exist in fact.
以往关于资产组合选择的研究大多假设市场上存在无风险资产，但无风险资产实际上是不存在的。
Formerly research on portfolio selection mostly made assumption with the riskless asset, but the riskless asset does not exist in fact.
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