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最优风险资产组合

网络释义

  optimal risky portfolio

在共有两种风险资产的条件下,最优风险资产组合optimal risky portfolio)P的权重解可表示如下:[ 1 ]

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双语例句

  • 进而,本文考察了加入风险资产组合问题给出了一个例子求解

    The author also considered the optimum portfolio selection problem with risk-free assets and gave a instance to show how to solve the problem.

    youdao

  • 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影响

    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.

    youdao

  • 研究发现,不同约束条件不同时间区间下,最优资产配置不尽相同收益-风险特征市场组合

    It found out that the results were quite different in different constraints and different time intervals, but their riskreturn features were all superior to the general market portfolios.

    youdao

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