研究有效风险证券组合集与有效证券组合集的构造与性质。
It also studies the structures and properties of the set of the efficient risk -portfolio or the efficient portfolio.
结果表明，该模型所确定的最佳证券组合为M - V有效证券组合。
The results show that optimal portfolio determined by this model is M-V efficient portfolio.
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.
为有效控制长寿风险，可以利用保单条款控制风险、利用产品组合“对冲”风险、利用再保险分散风险、风险证券化以及开发金融衍生工具对冲风险。
In order to effectively manage longevity risk, we can use many methods such as policy term, product portfolio, reinsurance, longevity bond and financial derivatives, to control and prerent the risk.
本文通过引入证券价格，讨论一般证券集组合前沿的分类，并据此直接证明判定某个证券子集是全集的有效子集的一个充要条件。
Introducing prices of securities, this paper classifies general securities sets by portfolio frontier and then a direct proof for a determinant theorem about Efficient Subset is obained.
在讨论证券投资者的无差异曲线和所面对的证券组合有效集(有效界面)的基础上，提出一种选择最佳证券组合的方法。
This paper discusses the security investor's indifference curve and it's efficient set of Portfolio. On the base, it gives out a method to select the best Portfolio.
在讨论证券投资者的无差异曲线和所面对的证券组合有效集(有效界面)的基础上，提出一种选择最佳证券组合的方法。
This paper discusses the security investor's indifference curve and it's efficient set of Portfolio. On the base, it gives out a method to select the best Portfolio.
应用推荐