资产组合理论

现代资产组合理论及其应用于中国股票市场的实证研究

Modern Portfolio Theory and Its Application to the Chinese Stock Market

信息不完全与资产组合理论的文献综述

The Incomplete Information and the Literature Review of Portfolio Theory

应用Markowitz资产组合理论，建立了证券组合投资的多目标规划模型。

By using Markowitz 's portfolio investment theory , the multi-objective programming is built .

第二章重点介绍了REITs投资管理中所应用的现代资产组合理论；

The second chapter mainly introduce the theory how to combine modern portfolio with the investment and management of REITs ;

第三章转入分析现代资产组合理论的理论前提&有效市场理论（EMH）。

Chapter 3 analyzes the premise of MPT , which is the Efficient Market Hypothesis ( EMH ) .

Markowitz资产组合理论在复合套期保值中的应用马科维兹资产组合选择模型旋转算法的特点

The Application of Portfolio Theory to Compound Arbitrage Characteristics of the Pivoting Algorithm for Markowitz Portfolio Selection Model

对资产组合理论的均值-方差准则的Lagrange求解方法进行分析，指出由于Lagrange法只给出极值点存在的必要条件，采用该求解方法证明收益一定时方差最小投资组合的存在性存在缺陷。

Analyzing the Lagrange 's approach to the mean-variance criteria , the paper turns out that the drawback of Lagrange 's approach mainly lies in it 's necessary rather than full condition for the existence of extreme - value point .

文中基于Markowitz资产组合理论提出了考虑期货交易费用的复合套期保值的最小方差风险策略，建立了该套期保值策略的数学模型，并求得相应的套期保值比。

Based on the Markowitz capital combination theory , a compound hedging method considering transaction costs was proposed and the corresponding mathematical model was presented . Minimum-variance hedging ratio thus was obtained .

笔者考察和研究了运用现代资产组合理论进行风险分散化贷款组合管理的KMV模型和以金融创新&信用衍生品进行对冲组合管理的理论和实践。

This article investigates and researches the KMV model which puts the Modern Portfolio Management Theory into credit portfolio management and the theory and practice in which the credit derivatives are used to hedge credit risk .

还分析了行为资产组合理论中隐含的几个假设。

This paper also analyzes some hypotheses implied in behavioral portfolio models .

现代资产组合理论是现代金融理论和投资理论的基础。

Modern portfolios are the bases of modern finance and modern investment .

接下来将资产组合理论与层次分析法引入储备货币结构的管理中。

Then introduce the Asset Portfolio Theory and AHP into the management .

现代资产组合理论的一个拓展：出口市场组合模型&关于我国出口市场多元化的理论思考

An Extension to Modern Theory of Portfolios : Model of Export Markets Combinations

行为资产组合理论：理论基础、内容及对异象的解释

Behavioral Portfolio Theory : Theoretical Basis , Content and Its Explanation of Anomalies

首先简介了现代资产组合理论的主要内容以及在我国的应用情况；

The first section describes the modern portfolio theory and its applications in our country .

现代资产组合理论研究

The Research on Modern Portfolio Theory

以有效市场假说、马柯威茨现代资产组合理论为代表的主流理论以一系列假设为前提建立了各种线性的和连续的资产定价模型，为本论文提供了理论基础。

The mainstream theories as represented by Efficient Market Hypothesis and Markowitz Modern Portfolio Theory , etc.

资产组合理论强调投资者应将资产分散于不同形式以降低整体风险，资本账户开放可以使居民在国际范围内调整自己的投资组合。

The theory of Portfolio emphasizes the diversification of Assets to reduce the overall risk of investment .

行为资产组合理论的基础包括安全第一组合理论和安全、潜力和期望理论。

The theoretical basis of Behavioral Portfolio Theory includes Safety-First Portfolio Theory and SP / A Theory .

这被金融界看作是现代资产组合理论的起点。

This is called the jumping-off point of the modern times asset combination theory by financial circles .

资产组合理论视角：我国资本外逃影响因素的实证研究

The Viewing Angle of Portfolio Theory : Empirical Research for Influence Factor to Capital Flight in China

按照经典的资产组合理论，通过非利息业务多元化经营，能分散风险。

In accordance with the classical portfolio theory , diversification through non-interest operations can spread the risks .

行为资产组合理论能够对市场中的一些异象做出合理的解释。

The Behavioral Portfolio Theory can be employed to give a rational explanation of anomalies in the market .

金融风险度量理论、资产组合理论和资本定价理论奠定了现代金融管理理论的基石。

Financial Risk Calculates Theory , Portfolio Theory and Asset Pricing Theory established the theoretical sill of management of modern finance .

1952年，亨利·马柯维茨提出了系统的资产组合理论，并用数量化的方法提出了确定最佳证券组合的模型，开创了对模型进行整体管理的先河。

In 1952 , Markowitz advanced the theory of optimal portfolio using econometric methods , and inaugurated a new era in portfolio management .

在实证研究部分，作者首先系统地介绍了国内外学者在资产组合理论相关领域的实证研究方法和结果，尤其对国外的一些经典研究进行了归纳、总结和评价。

In the part of empirical study , the author systematically introduces some empirical research methods and results made by China 's and overseas scholars .

按照现代资产组合理论，寿险基金资产管理者在资产组合选择中根据资产的收益和风险进行决策。

According to the theory of modern capital combination , the manager of life insurance capital decides with the caprtal iname and risk in capital combination .

介绍了风险-收益理论、资产组合理论以及现代投资理论中的资产负债管理理论、投资组合管理理论和投资风险管理理论在保险投资中的运用，分析了保险投资的组合情况。

Introducing risk-profit theory , portfolio theory and modern investment management theory , includes property-debt management theory , portfolio management theory and invest risk management theory .

文章把在马克维茨的资产组合理论提出之前的估价理论称为传统的股票定价理论，资产组合理论以后发展的定价理论称为现代的股票定价理论。

This dissertation named valuing theories before capital portfolio theory put forward by Markowitz as traditional stock pricing theories , and later capital portfolio theory as modern stock pricing theories .

本文首先综述与委托理财业有关的资产组合理论和金融中介理论，接着讨论能够融合不同理论形成一个综合性的委托理财理论框架的可能的切入点。

This paper offers a review on financial intermediary theory and portfolio theory , and then discusses the potential way to combine different theories and develop a systematic delegated investment theory .