利用随机微分方程理论，对一类具有随机特征的风险投资组合问题进行深入研究。
With the theory of stochastic differential equation, the authors discuss a problem of a class of risk investment portfolio with stochastic character.
风险投资组合中的加权平均偿还期，考虑到所有提前偿付的抵押贷款、卖权和可调整债券。
A weighted average of the maturities of the bonds in a portfolio, taking into account all mortgage prepayments, puts, and adjustable coupons.
外显示样品返回和在其他章节的风险投资组合对冲的MS -催化裂解-GARCH模型的银行具有更好的性能使用。
Out-of-sample returns and risks in other sections show that portfolio hedging MS-DCC-GARCH model used by bank has better performance.
对此套利组合的分析结果表明：只要存在无风险套利机会，无论风险投资者的偏好如何，都能在不增加风险的基础上，获得较高的收益。
The result about the analysis of the portfolio shows that as long as arbitrage chance exists, each investor can get higher income, not increasing risk, no matter he is a risk averter or seeker.
本研究通过引入单位风险的概念，并结合有效边界上的单位风险极小点，给出了各种情况下有风险投资和无风险投资的最优组合方案。
By introducing the concept of unit risk and combining the risk minimum point on optimum investment curve, the article offers the optimum combination plan under various circumstances.
本研究通过引入单位风险的概念，并结合有效边界上的单位风险极小点，给出了各种情况下有风险投资和无风险投资的最优组合方案。
By introducing the concept of unit risk and combining the risk minimum point on optimum investment curve, the article offers the optimum combination plan under various circumstances.
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