片语

Efficient Frontier Function效率前沿函数

efficient portfolio frontier有效边界

Blue Lake Efficient Frontier蓝湖效率边界线

efficient frontier detail效率前沿

portfolio efficient frontier有效证券投资组合边界

Efficient Frontier Graphs效率边缘图表

Resampled efficient frontierIn investment portfolio construction, an investor or analyst is faced with determining which asset classes, such as domestic fixed income, domestic equity, foreign fixed income, and foreign equity, to invest in and what proportion of the total portfolio should be of each asset clas Harry Markowitz (1959) first described a method for constructing a portfolio with optimal risk/return characteristic

efficient production frontier有效生产前沿面

THE EFFICIENT FRONTIER APPROACH效率边界法

英汉例句

• and under the assumption that portfolio returns are normally distributed, we evaluate the efficient portfolios, and calculate the formula of efficient frontier of portfolios.

  在证券收益率服从正态分布的假定下，给出了计算有效证券组合及有效边界投资比例的解析公式。

• study valid portfolio and efficient frontier calculation in different risk restriction.

  研究各种约束条件下有效证券组合及有效边界的算法。

• secondly, it empirically studies the effect of some constraints on the efficient frontier of mean-cvar, such as believe degree, weight coefficient and transaction cost.

  其次，实证研究各种约束条件对投资组合有效前沿的影响，包括置信度的变化、交易成本的有无及权重系数的约束。

• the paper, first of all, studies the discrete single-period tsf model, and the efficient frontier and the optimal solution are given by evidence.

  本文首先通过实证研究给出了单期离散的tsf模型的有效边界和最优解。

• then the diversification benefit would be visualized by comparing the efficient frontier and domestic stock index' s risk-return point on the return-variance plane.

  通过比较该有效组合边界与国内股票指数在回报-方差平面上所处的位置，可以判断股票投资组合国际化的效应。

• optimal loan′s portfolio satisfying the bank′s risk preference can be solved from the intersectional graphic position of indifference curve and efficient frontier curve.

  求解模型得到贷款组合有效前沿曲线，有效前沿曲线与无差异曲线的交点为满足银行特定风险偏好的最优贷款组合。

• by using stochastic dynamic programming principle and martingale approach to solve these models, the optimal investment strategies and the efficient frontier are presented explicitly.

  运用动态规划原理与鞅方法求解模型，得到了这三种情形下的最优投资策略与有效前沿的解析解。

• efficient frontier of portfolio is studied under different loan interest rates and equation for this efficient frontier is given by using a geometric method.

  研究在不同借贷利率下，投资组合的有效前沿。运用一种几何方法，给出该有效前沿的方程。

• similar results exist when the efficient frontier of all futures is examined for spanning by the efficient frontier of benchmark portfolio.

  类似的结果存在时的所有期货有效的边界进行检查，以的基準投资组合有效前沿的跨越。

• this paper discusses the problem of the efficient frontier of portfolio include a risk free asset.

  本文考虑无风险利率下投资组合的有效前沿问题。

• the revolving movement of m-v portfolio efficient frontier is given by means of efficient security and inefficient security.

  引入了有效证券和无效证券，给出了m-v证券组合有效前沿旋移的方向。

• the second part introduces some issues relating closely to risk, the tangency point between indifference utility curve and efficient frontier is the optimal portfolio;

  第二部分是与风险相关的几个问题，等效用曲线与有效边界的切点是投资者选择的最佳投资组合；

• optimal portfolio of efficient frontier controls and adjusts default risk of loan portfolio effectively.

  通过有效边界上的最优组合有效地控制和调整贷款组合的违约风险。

• the potential of the risk diversification of a stock portfolio is greatly enhanced. furthermore, we examine the efficient frontier in the shanghai, shenzhen and the closed-end fund market.

  在股票市场和基金市场的有效边界实证分析中，我们比较了上海、深圳股票市场以及证券投资基金市场的有效边界。

• and then by making use of the efficient frontier theory, an investment portfolio was made on the ahp-chosen stocks.

  然后将上一章利用层次分析法优选的股票利用有效前沿的理论进行投资组合。

• at the end, the paper studies the continuous multi-period tsf model more deeply, and the efficient frontier and the optimal solution under the constraint of loss are given.

  最后，本文对多期连续的tsf模型作了较深入的研究，给出了基于亏损约束下的有效集和最优解的存在条件。

• finally, evidential analysis is done by using tianjin real estate market data. efficient frontier is got by using statistics software sas and investment strategy is gained based on the result.

  最后，对天津市房地产市场投资进行实证分析，通过统计软件求出投资组合的有效前沿，并在此基础上得到房地产投资者在期望风险收益条件下的投资策略。

• an algorithm for performance evaluation of portfolio based on the mean-variance efficient frontier is proposed in this paper;

  提出了基于均值-方差有效前沿的投资组合性能评价的算法；

• search marketing firm efficient frontier reported this month that bing had lifted its paid-click market share 44% since the beginning of june.

  搜索营销公司efficient frontier本月公布，自6月份推出以来，必应在广告点阅市场的份额已经上升了44%。