给出证券组合选择的一个进化博弈方法。
This paper we presents an evolutionary game theory approach for portfolio selection.
以证券组合选择为研究对象，讨论寻求高收益、低风险的最佳证券组合。
Neural networks for solving the securities portfolio model of tradeoff between risk and return;
运用模糊优化和进化规划方法，研究新风险概念下的模糊证券组合选择，并给出了其相应算法。
Then the methods of fuzzy optimization and evolution programming are adopted to study the portfolio investment under a new risk concept, and an algorithm for solving the problem is given.
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.
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.
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.
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.
传统金融理论通常把收益率的方差作为风险的度量指标，并在选择证券组合时假设市场方差为常数。
We usually take variance as the index of capital market venture, and suppose that the variance of market return is a constant.
传统金融理论通常把收益率的方差作为风险的度量指标，并在选择证券组合时假设市场方差为常数。
We usually take variance as the index of capital market venture, and suppose that the variance of market return is a constant.
应用推荐