市场投资组合

Markowitz的均值-方差模型表明，投资者的最优风险资产为市场投资组合。

Markowitz 's mean-variance model indicates that the optimum risk asset being the market portfolio .

短期国债利率为4%，市场投资组合的期望回报率为12%。

The Treasury bill rate is4 percent , and the expected return on the market portfolio is12 percent .

基于极值理论和Copula函数的中国基金市场投资组合VaR研究

The Research of Chinese Fund Market Based on Extreme Value Theory and Copula Function of Portfolio VaR

资本结构作用下市场投资组合轨迹的研究

Trail of optimal portfolio selection under influence of the capital structure

摩擦市场投资组合选择的极大极小方法

The maximin approach for portfolio selection under the attrition market

有效市场投资组合的识别与确定

The Identification of the Efficient Market Portfolio

我国证券市场投资组合风险管理优化模型研究

The Research of Risk Management and Optimization Model of the Portfolio in China 's Stock Market

上海证券市场投资组合规模、风险和收益关系的实证研究

Relationship Analysis among the Scale Size of Portfolio , Risk and Income in Shanghai Stock Market

他补充称，金砖四国应作为新兴市场投资组合的一种补充，而不是替代品。

BRICs , he adds , should be viewed as a supplement to an emerging markets portfolio rather than as a proxy .

最后，建立了摩擦市场投资组合选择的概率准则模型，并给出了此模型解存在的一个必要条件。

Lastly , we discuss probability criterion in optimal portfolio selection problem , and derive a necessary condition of the optimal solution .

资本资产定价模型的前提是建立在资产的预期收益对于其市场投资组合收益的方差为线性的关系上。

The precondition of the model is being linearity casuality between the expected return of an asset and variance of the market portfolio .

在新兴市场投资组合中，巴西股市的地位越来越重要，有鉴于此，应把它看作反映投资者情绪的良好先行指标。

Given its growing presence in the emerging market portfolio , the Brazilian equity market should be seen as a good lead indicator of investor sentiment .

本文所提出的通过最优市场投资组合与实际投资组合的单位风险收益差值能够对股票市场长期的效率变化趋势进行分析和检验，进而根据股票市场效率演化过程分析其影响因素。

The adoption of the proposed optimal market portfolio and the actual portfolio risk-return unit long-term difference to the efficiency of the stock market trend analysis and testing , and then analyzed according to the evolution of stock market efficiency influencing factors .

自2012年以来，BANT的崛起推动了新兴市场股票投资组合的剧烈重组。

The rise of the Bants has helped drive a dramatic reshaping of EM equity portfolios since 2012 .

非均衡市场中投资组合套利的存在性

Existence of an Arbitrage about Portfolio in an Unequilibrium Market

模糊环境下中国股票市场的投资组合决策方法研究

Study on Portfolio Selection of China 's Stock Market in Fuzzy Environment

摩擦市场中投资组合有效前沿的数学分析

Mathematical Analysis of the Portfolio Frontier in Friction Market

考虑连续时间金融市场的投资组合选择问题。

A portfolio selection problem in the continuous-time financial market is considered in this paper .

因此，我们在新兴市场的投资组合青睐基础设施企业、银行、金融服务公司和房地产公司。

Thus our emerging market portfolios favour infrastructure plays , banks , financial services and real estate firms .

不同市场动量投资组合收益成分变化与市场表现之间的因果关系进一步揭示了动量效应的内在机理。

Furthermore , the relationship between the changes of return components of portfolios in different markets and investment achievement indicates the mechanism of momentum effect .

诚然，外汇储备能提供某种缓冲，避免1997年金融危机重演，特别是在流入这些市场的投资组合资金如此巨额的情况下。

Granted , the reserves provide a buffer against any repeat of the crisis of 1997 , particularly when portfolio flows into these markets have been so heavy .

“联储仍是真正重要的，尤其是没有多大出有权衡的，”他说马特重回市场，投资组合经理创下策略基金。

" Thefed is still really important , especially with not much out there totrade off of ," said Matt kelmon , portfolio manager of the kelmoorestrategy funds .

基于分形分布用改进的下方风险法（LPM）度量投资组合的风险，构造了考虑市场摩擦的投资组合模型。

So a portfolio selection model based on fractal distribution with market friction is established by using the improved LPM method .

中国证券市场的最优投资组合选择研究

A Study on Portfolio Optimize in the China 's Stock Market

摩擦市场上最优投资组合的一种数值解法

Numerical method for optimal portfolio selection in stock market with frictions

此外，你将发现大量图表，在目前的市场消息，投资组合的跟踪和更多。

In addition , you will find great charting , current market news , portfolio tracking and more .

今年的一个大主题将会是如何在疲软的金融市场中保护投资组合。

One big theme this year will be how to protect an investment portfolio from weaker financial markets .

本文通过从理论和具体投资实践两个方面剖析了我国证券市场风险和投资组合操作策略的问题，以期达到满足投资者高收益、低风险要求的目的。

This article analyzes the risk of securities investment in Practice and theory ways to fill the higher returns and lower risk demand of the investor .

本文以投资者所获取的最大投资效用为目标函数，建立了摩擦市场上最优投资组合问题的数学模型；

In this paper , we propose a mathematical model for optimal portfolio selection problem with market frictions , using investors maximal utility as objective function .

投资必有风险，其中包括代理风险和其他市场风险、投资组合风险等，如何控制风险，降低成本，保全年金基金本金并获得投资收益？

Risks always go along with investment , including agent risk , investment combination risk and other market risks . How to control risks , induce cost and ensure the safety and benefit of occupational pension fund ?