[摘要]动态资产配置模型是现代资产管理理论中最具价值的理论之一。
Abstract: the dynamic asset allocation model is one of the most valuable theories in the subject of modern asset management.
在经典均值-方差模型的基础上，提出了存在交易费用时基于风险价值约束的资产配置模型。
On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
示例资产通过在案例模板中的 CaseConfig对象上设置新案例类型的配置，处理数据模型的命名规则。
The sample asset handles the naming part of the data model by setting the configuration of the new case type on the CaseConfig object in the case template.
研究结果证明了此模型在我国基金资产配置中是有效的。
It is proved that the model is efficient to the fund asset allocation in China.
该模型建立在马尔科·维茨的资产配置理论和夏普的资本资产定价理论基础之上，运用资产组和理论进行分析。
The model set up at the Marcovize asset allocation theory and the Sharp capital asset pricing theory and based on the use of the assets of groups and theoretical analysis.
该模型建立在马尔科·维茨的资产配置理论和夏普的资本资产定价理论基础之上，运用资产组和理论进行分析。
The model set up at the Marcovize asset allocation theory and the Sharp capital asset pricing theory and based on the use of the assets of groups and theoretical analysis.
应用推荐