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。
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。
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。
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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