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.. I computed the efficient portfolio frontier for various-- it's the efficient portfolio frontier using the formula I just gave you.
我计算了来自不同组合有效边界-,这一条有效投资组合边界,就是用刚刚给出的公式算出来的。
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So, why don't we set up a company that creates a portfolio like that and investors can buy into that portfolio.
那么，为什么我们不设立一家公司,专门创造这样的投资组合,然后投资者们再将这些投资组合买进呢。
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You can either have what's called an indexed portfolio, or a managed portfolio.
你可以选择指,数化资产组合，或者代管投资组合。
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What I think the mutual fund industry has turned into, largely, is a stock picking industry, not a portfolio diversification industry.
我认为,共同基金行业在很大程度上,已经演变成选股行业,而非投资组合多样化行业
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Somebody else might say, well I want to just hold this point, I want to hold the tangency portfolio.
而另外的某些人可能会说，我就想按这个点的比例来持有投资，我想持有切线投资组合。
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.. I can achieve any combination-- I can achieve any point on that by choosing an allocation of my portfolio.
我可以得到任意组合-,可以任意分配投资组合中,各种投资的比重。
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What I have up there on the diagram are calculations I made for the efficient portfolio frontier with three assets.
上面的图形是我已经算好的,三种资产的有效投资组合边界。
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It shows the standard deviation of the return on the portfolio as a function of the expected return on the portfolio.
它是投资组合的收益标准差,关于预期收益率的函数图像。
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There's no correlation between them ... and that means that the variance-- and I want to talk about equally-weighted portfolio.
它们之间没有相关性,也就是说。。。方差-,我想讲一下,权重相等的投资组合。
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It's the world portfolio, it's everything and we compute the expected return on that portfolio, rm that's rm.
这就产生了世界投资组合,然后我们在此基础上计算出预期收益，所得值就是。
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Such a person might pick a point up here and that would be a portfolio with--a leveraged portfolio.
那样的人可能会在这里选一个点来投资,那就是一个有。。。这是个杠杆投资组合。
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The overall conclusions are that, with respect to asset allocation, you want to create an equity-oriented diversified portfolio.
总而言之,在资产配置方面,你要创造一个股权导向的多元化投资组合
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It's actually kind of a crusade of mine-- I believe that the world needs more portfolio diversification.
事实上，这是我长期研究的一个方向-,我认为，世界需要更多元化的投资组合。
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The general principle of portfolio management is: you want to include as many assets as you can.
投资组合管理总的原则是：,不同的资产越多则组合越佳。
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What they do is they're pricing a portfolio up here and they keep substituting in new ones.
他们的工作是为一个投资组合定价,不停的用新股票进行替代
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Now, I want to talk about forming a portfolio where the assets are not independent of each other, but are correlated with each other.
现在我要建立这样的一个投资组合,在这个组合里各项资产并不是相互独立的，而是相互关联的。
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The first, asset allocation, basically deals with which assets you have in your portfolio and in which proportion you hold each of those assets.
首先,资产配置主要是指,你的投资组合包括哪些资产,以及每种资产所占的比例
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That would be a portfolio where you borrowed at the riskless rate and you put more than 100% of your money into the tangency portfolio.
在这种组合里,你可以以无风险利率借贷到一些资金,从而可以投入比你本金更多的资金,来购买切线投资组合。
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Portfolio management pools risks in a different way: by assembling a diversified portfolio or a portfolio that's negatively correlated with a risk that someone has.
而投资组合管理采用了不同的方式,多元化的资产配置,或者风险负相关性的,投资组合
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With non-participating--with participating, you are participating in the portfolio outcome that the insurance company is experiencing, so you have some uncertainty about your cash value.
所谓参与式分红保险,是指你的收益来自某个投资组合收益,而这个投资组合是由保险公司来管理的,所以保单的现金价值是不确定的
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Our current portfolio has 11% allocated to domestic equities, 15% to foreign equities,and 4% to bonds, so traditional marketable securities account for 30% of assets.
我们当前的投资组合中11%是国内股,15%是国外股,4%是债券,所以传统有价证券占总资产的30%
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In fact, I have it--suppose we have three assets and we want to compute the efficient portfolio frontier, the mean and variance of the portfolio.
事实上，假如我们拥有三种资产,我们想计算有效边界，及投资组合的均值和方差。
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So, when we say portfolio management, we mean managing everything that gives you economic benefit.
所以，当谈到管理投资组合的时候，我们管理的是,能够带来经济利益的一切大小事物。
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Are you going to hold the market portfolio, index your assets, match the markets results?
你是应该持有市场投资组合,指数化资产,获取与市场一致的回报率
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I've made a very special case that this is the case of an equally-weighted portfolio.
在这里我假设了一个特例,即一个各项资产权重相等的投资组合。
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This is a portfolio, which has all oil and stocks and it has no bonds.
这个投资组合，包括有石油，股票，没有债券。
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Today's lecture is about portfolio diversification and about supporting financial institutions, notably mutual funds.
今天这堂课的内容是投资组合多样化,以及辅助性金融机构，特别是共同基金。
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A portfolio is the collection of assets that you have financial assets, tangible assets.
一个投资组合就是你拥有的资产的集合,例如金融资产，有形资产。
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The return on the portfolio is x1 r1 + x2 r2 + x3 r3.
这个投资组合的收益是。
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So, what it means then is that the optimal portfolio should not be the one I show there, but should be one that's very heavily into stocks.
他所想提出的观点是,最佳投资组合并不是我在这讲的那个，而是把大量资金都投资到股票市场中。
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