Finally, this paper USES GARCH model regressing the portfolio return time series.
文章最后用GARCH模型对组合收益率时间序列进行了模拟。
When I was ten years old a friend of my mother gave ink, pen, paper and a small portfolio to me with the advice to concentrate my attention on graphic art.
当我十岁了我母亲的朋友送给我墨，笔，纸和一个小的组合，见意把我的注意力集中绘画艺术上。
Members noted that the amount of Exchange Fund paper so created could be backed by the cushion in the existing Backing Portfolio.
委员会成员获悉，因互换安排而产生的外汇基金票据及债券可由现有支持组合提供的缓冲作为支持。
Introducing prices of securities, this paper classifies general securities sets by portfolio frontier and then a direct proof for a determinant theorem about Efficient Subset is obained.
本文通过引入证券价格，讨论一般证券集组合前沿的分类，并据此直接证明判定某个证券子集是全集的有效子集的一个充要条件。
Based on the expectation-variance analysis of portfolio, this paper presented that the degree of the risk of the companies' mergers depended on correlative between the mergers' units.
在资产组合的均值—方差分析的基础上对于公司购并的风险进行了分析，得出了公司购并风险的程度取决于购并元间的相关系数。
A optional model of portfolio investment with fuzzy-coefficient in which profit rates and risk rates are fuzzy Numbers is presented in this paper.
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。
Based on Markowitz 'theory of asset portfolio, this paper constructs China's currency structure with factors influencing foreign exchange reserve.
以马科维茨的资产组合理论为指导，利用影响我国外汇储备变动的因素构建外汇储备的币种结构。
In this paper, a commentary and an annotation to the basic ideas and methods of the asset portfolio theory, the security portfolio theory and the capital asset pricing model (CAPM) are presented.
对资产组合理论、证券组合理论、资本资产定价模型的基本思路及方法进行了评述，并对几点不足之处进行了改进及实证检验。
According to the economic and financial characteristics in the transitional period of China, the paper establishes a partial equilibrium model of Banks portfolio behaviors.
本文立足于我国转型期内的经济金融特征，构造了一个银行资产组合行为的局部均衡模型。
In this paper, the effects of benchmark portfolio on portfolio selection and asset pricing are analyzed.
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。
This paper puts forward the concepts of project portfolio and project portfolio management.
界定了项目组合的概念，并对项目组合、项目群和多项目进行比较分析。
This paper analyzes portfolio model and put up with the system which well fit electronic file-reporting system.
文章分析了报件业务模型，提出了适应异构系统的电子报件系统的体系结构。
This paper described the productive process of portfolio made by pigskin soft leather.
本文叙述了猪软面革公文包的设计与制作，工艺。
Aiming at Chinese actual situation, the paper studies a Markowitz's Model, which can be used to measure conservative investors' portfolio market risk.
针对我国的实际情况，论文研究了适合于风险规避型投资人计量其风险的马科维茨模型。
In this paper, the arbitrage portfolio model is directly obtained based on the description of arbitrage Pricing Theory when there are arbitrage opportunities.
本文根据套利定价理论的基本描述，直接得到存在套利机会的情况下求解套利组合的模型。
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。
This paper set up the decision-making model of loan' s portfolio optimization based on the analysis of risk base on the domestic and overseas research.
本文在分析国内外现有研究的基础上建立了基于风险分析的贷款组合优化决策。
This paper analysises the contribution rate of progress in GDP and telecom-portfolio using Solow Complementary method.
本文通过索罗余值法，分析测算了电信技术进步对电信业业务总量增长及国民经济增长的贡献。
The purpose of this paper is to summary the literatures on tests of portfolio mean-variance efficiency in the framework of classical statistics and Bayesian inference.
评述了应用经典统计学和贝叶斯推断检验资产组合均值方差有效性的文献，提出了这些方法在我国应用-的可能性。
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。
Sum up the main work of this paper, and carry out a preliminary prospect on the research trends of supply chain portfolio contracts.
总结论文的主要工作，并对供应链组合合同的研究趋势进行了初步展望。
The objective Sharpe ratio function of land development arithmetic average value portfolio is deduced based on the geometric average B-S model of the basket options in the paper.
参照一篮子期权的几何平均B-S期权定价模型，给出了基于实物期权的多项土地资源储备与开发的算术平均收益的夏普比率优化目标函数。
This paper develops benefit reserve models with deterministic and stochastic interest rate for a homogeneous portfolio of life insurance policies.
针对同质寿险保单组，分别建立了确定利率与随机利率准备金精算模型。
Depending on which one you choose, you can view his video versions of the "about me," portfolio, skills, time line, and contact details usually found on paper resumes.
基于你所选的选项，你可以查看视频版的“关于我”、作品选辑、技能、时间轴以及联系方式这些经常能在纸质版简历上看到的东西。
For the suppliers relationship, this paper used the portfolio analysis to decide the strategy of supplier choice and relationship integration.
对供应商关系的整合，本文运用组合分析的方法，确定了供应商关系战略的制定和整合途径。
Based on consumer decision-making process theory, this paper, the media portfolio strategy, both hard and soft tactics and strategy in a timely manner appropriate strategy.
在综合分析各种因素的基础上，本文提出了媒体组合策略、软硬兼施策略和适时适度策略。
In this paper, authors raise fuzzy optimization models of portfolio selection which give consideration to both return and desiration.
本文提出了一种考虑收益和风险偏好的组合证券模糊最优化模型。
This paper concentrates on life insurance model with stochastic rate of interest, we discuss the properties of average claim amount in a portfolio of policies.
本文针对随机利率寿险模型，考虑一保单组的平均给付额的性质。
This paper concentrates on life insurance model with stochastic rate of interest, we discuss the properties of average claim amount in a portfolio of policies.
本文针对随机利率寿险模型，考虑一保单组的平均给付额的性质。
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