无风险证券

在此基础上，放松了标准资本资产定价模型中的某些限制条件，对不存在无风险证券、存在非适销资产的CAPM以及消费资本资产定价模型进行了考察。

Based on the discussion , we relax some constraints in the traditional CAPM . In particular , we investigate three variations of the traditional CAPM , which are the CAPM with riskless assets , the CAPM with non-marketable assets , and the consumption capital asset pricing model .

具有无风险证券的机会约束下均值-VaR模型的有效前沿分析；

Secondly , under constraint of investment chance , the efficient frontier of the Mean-VaR model with risk-free security is analysed .

最后，本文讨论了有多个不等式的含无风险证券的风险偏好模型的求解。

At last , we discuss the risk preference model in which there exist risk-less securities and a few inequality constraints .

投资消费理论考虑的是一类单一的消费品，投资对象仅限于无风险证券和风险证券。

The investment consumption theory is only involved with a single consumption good and the investment objects are only a bond and some risky stocks .

引人一种考虑风险补偿的效用分析法，对均值-方差分析中遗留下的有风险和无风险证券资产之间的分配问题进行了探讨。

Furthermore , introduction of a method of Utility Analysis considering risk compensation enables geometric method to solve the distributing problem between risk and non-risk portfolio assets .

本文分析了当理性投资者投资于一种无风险证券和种风险证券的组合时，其最优投资决策点的确定方法，建立了相应的数学模型。

This paper analyses the method of determining the optimum decision point when the rational investor invests the combination of one no - risk stock and n risk stocks .

在用于度量证券组合投资风险的协方差矩阵为非正定时，研究允许卖空且存在无风险证券的证券组合投资决策模型，给出了最优投资比例系数的计算方法及有效边界。

The paper studies the portfolio investment model on the condition of permitting shorting-selling and risk-free asset if the covariance of security investment portfolio is non-positive definite matrix and gives calculating methods for optimal investment coefficient of proportionality and its efficient frontier .

该文在市场存在无风险收益证券且不允许卖空的条件下，讨论证券组合的有效前沿关于证券数目增加或减少的变化情况，并给出了相应的判定条件。

This article discussed the change of security portfolio efficient frontier when the number of securities increases or decreases in the condition that there exists a non-risk yield security and the market is not permitting short sale . The respective identification conditions are then introduced .

具有VaR约束和无风险投资的证券组合选择方法

An Optimal Portfolio Selection Model Under Constraints of Both VaR and Risk-free Investment

含无风险投资的证券组合投资线性规划模型

The Linear Programming Model for Portfolio Investment with Zero-risking Investment

存在无风险资产条件的证券组合有效前沿的旋移分析

A study of revolving movement of efficient portfolio frontier with existence of riskless security