the portfolio separation theorem says that the number of portfolios that are needed to produce an optimum allocation is equal to the number of characteristics that investors care about.
而投资组合分离理论认为需要产生最优配置的投资组合的数量等于投资者关心的投资目标的数量。
for many years, i have tried to come up with a way to explain the portfolio separation theorem that does not involve matrix calculus. i think have one now.
许多年来,我一直在思考一个不需要用矩阵代数来解释投资组合分离理论的方法。我想现在我已经思考出来了。
this paper extends the separation theorem to the complex linear topological spaces and explains its applications by an example.
本文把分离定理和强分离定理推广到复空间,并举例说明其应用。
a kind of generalized gradient of set-valued mappings in real normed linear spaces is introduced, its existence is shown by separation theorem of convex sets.
在线性赋范空间中引入了集值映射的广义梯度,在一定条件下通过凸集分离定理证明了此广义梯度的存在性。
for many years, i have tried to come up with a way to explain the portfolio separation theorem that does not involve matrix calculus.
许多年来,我一直在思考一个不需要用矩阵代数来解释投资组合分离理论的方法。
the envelope theorem of f-heredity law and separation theorem of f-transfer law are presented.
提出了f-遗传规律包络定理,f-传递规律分离定理。
using separation theorem of convex set and the time terminal value function equation, we obtain the determining method of optimal terminal time as well as the maximum principle.