The results show that optimal portfolio determined by this model is M-V 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。
Optimal portfolio of efficient frontier controls and adjusts default risk of loan portfolio effectively.
通过有效边界上的最优组合有效地控制和调整贷款组合的违约风险。
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.
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。
However, the analytical solutions to the optimal portfolio problem are not obtained generally in practical market. What we can do in general is to get the approximations of this problem.
由于现实中组合最优化问题的解析解一般是无法求得的，所以通常能做的是求解问题的近似解。
Using the absolute deviation as a risk measurement index, a novel absolute deviation optimal purchasing portfolio model for multiple markets is built in risk minimization target.
用绝对离差度量供电公司的购电风险，建立以风险最小化为目标的多市场购电组合优化模型。
Research is done on retailers optimal sourcing decision in a portfolio market which consists of spot market and options market with the supply constraints.
研究零售商在由实时市场和供给受限的期权市场构成的组合市场中最优采购策略的问题。
Based on balance management, this paper proposed an optimal issuance model of national debt in order to minimize the expected interest cost of portfolio of national debt.
基于国债余额管理提出了一个国债最优发行模型，以最小化所发行国债组合的期望利率成本。
It utilizes robust control method to derive the closed-form solution of optimal dynamic portfolio choice by specifying state function of uncertainty-aversion.
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。
The second chapter structures the optimal model of asset portfolio to control both credit and interest rate risks.
第三章建立了基于非线性区间函数风险控制的资产负债组合优化模型。
The second is considering the constrain on the established earning, laws, regulations and sets up the optimal model of asset-portfolio.
二是建立在银行既定收益率和相关法律法规约束下以组合信用风险最小为目标的资产组合优化模型。
The second is considering the constrain on the established earning, laws, regulations and sets up the optimal model of asset-portfolio.
二是建立在银行既定收益率和相关法律法规约束下以组合信用风险最小为目标的资产组合优化模型。
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