现代投资组合理论(Model Portfolio Theory)、PMT(PortfolioManagementTheory)理论、资本资产定价模型(Capital Asset PricingModel)理论、套利定价理论(ArbitragePrici...
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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。
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。
Then according to portfolio theory, access to a wide range of life insurance actuarial present value model portfolio.
进而根据组合理论,获得了多种寿险组合精算现值模型。
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