基金投资组合

罗杰斯管理的EquityIncome基金投资组合中有120多只股票，而每年的换手率不到20%。（一般的主动管理型基金年换手率接近100%。）

Mr Rogers has more than 120 stocks in the Equity Income fund portfolio , with turnover of less than 20 per cent a year ( the typical actively managed fund has a turnover of close to 100 per cent ) .

所有这些因素都令人更关心退休安排，退休基金投资组合的规模亦相应扩大。

All of these considerations have led to greater attention to retirement planning and to an increase in the size of the pension fund portfolio .

基于VaR的社保基金投资组合风险预测研究

Analysis on the investment combination risk of social security fund based on VaR model

基金投资组合风险评价中VaR的应用研究

VaR in Investment Portfolio Rish Evaluation

基于Copula方法开放式基金投资组合的VaR计量研究

Empirical Analysis about Portfolio of China 's Open-end Funds Based on Copula Method

养老基金投资组合的常方差弹性（CEV）模型和解析决策

Constant Elasticity of Variance ( CEV ) Model and Analytical Strategies for Annuity Contracts

高盛金砖四国基金投资组合联席经理理查德•弗拉克斯（RichardFlax）表示：这是一个自下而上型基金，相对集中于投资组合中的20至40只股票。我们力求通过选股来产生大部分回报。

It is very much a bottom-up fund and is relatively concentrated with 20 to 40 names in the portfolio , says Richard Flax , co-portfolio manager of the Goldman Sachs Bric fund . We are aiming to generate most of our return from stock selection .

基金投资组合业绩评价的实证分析

An empirical research on the appraisal of performance of funds

私募基金投资组合的构建和最优化问题

Model and Optimum of Investment Combination for Private Fund

开放式基金投资组合理论及策略研究

Research on Investment Portfolio Theory Tactics of Open-end Fund

基于卖空成本的证券投资基金投资组合选择问题

A Portfolio Selection Model for Mutual Fund Considering the Cost of Short Selling

基金投资组合中的单指数模型

Single index model in the portfolio of fund investment

模糊线性规划在社保基金投资组合优化中的应用

Application of Fuzzy Linear Programming on Optimization of Investment Portfolio of Social Security Fund

此外，对冲基金投资组合的换手率比主流基金高得多。

Further , hedge funds turn over their portfolios much more often than mainstream funds .

通过构建基金投资组合，研究发现无论是等权平均基金组合还是价值加权基金组合都能够获得显著为正的风险调整收益。

Both the equal-weighted mutual fund portfolio and value-weighted portfolio can get significantly positive risk-adjusted return .

机会约束下基于混合整数规划的均值-VaR证券投资基金投资组合选择模型

A Portfolio Selection Model for Mutual Fund Based on Mixed Integer Programming of Mean-VaR under Chance-constrained

该基金投资组合的约四分之三投资于亚洲地区，近40%投资于金融机构。

About three-quarters of its portfolio is invested in the region , and almost 40 per cent in financial institutions .

默比乌斯指出，他的亚洲增长基金投资组合贯穿着两大主题&大宗商品和消费者。

Mr Mobius points to two main themes running through the portfolio of his Asian Growth fund – commodities and consumers .

第四部分，针对我国证券投资基金投资组合中证券组合过于集中，基金投资风格个性化不足，趋同性高，基金交叉持股现象明显等问题提出了相应政策建议。

At last , the author puts forward corresponding policies to solve problems existing in investment portfolio of securities investment funds in China .

资产净值指的是基金投资组合资产的总市值减去基金的总负债以及其他成本费用后的净值。

NAV of an investment fund refers to the total value of the funds underlying investment portfolio , less any fees , charges , expenses and other liabilities accrued by the fund .

本文从定性和定量两方面对开放式基金投资组合进行了尝试性的理论研究和案例分析，为我国开放式基金组合投资提供理论和实践参考。

This text attempts to research on theory and analyses the casus about the open funds from qualitative and ration . And supply the reference of theoretical and practical for optimistic funds portfolio investment in national .

最后建立了极大极小模型，给出了在此模型下开放式基金投资组合的最优解和风险资产收益率常值相关的最优解的表达式。

The last we establish the minimax model . We offer the optimum investment combination of the open fund with this model and also get the optimal portfolios on the assumption that the risk assets are constant correlated .

本文综合运用风险理论、组合投资理论、概率论与数理统计、资本资产定价模型、微观经济学的理论与方法，对开放式基金投资组合策略进行了尝试性的理论研究和案例分析。

By employing risk theory , portfolio investment theory , probabilities & statistics , capital asset pricing model , microeconomics theory , this paper tentatively studies the theory and the empiric example of tactic of portfolio investment of open-end fund .

因此，指数型基金投资组合的构建应坚持被动投资，力避主动投资。散户投资者通常资金规模较小，一般进行被动投资，不直接参与上市公司治理。

Thus , the portfolio of indexation fund should be guided by passive in stead of active investment . As small investors hold small scale of capital , generally they do not take active invest and make direct effects on the corporate management .

满足VaR限制的保险基金最优投资组合

Optimal Portfolios of Insurance Fund With Constraints on Value at Risk

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

中国养老基金的投资组合策略有其自身的特点。

This paper studies the portfolio strategy of Chinese pension funds .

这一政策使得全国社保基金的投资组合高度集中。

This has left the fund with a highly concentrated portfolio .

社保基金股票投资组合的行业偏好初探

Research on the industrial preference of the social security fund stock investment portfolio

第三部分，开放式基金的投资组合理论。

The third part is a theory of open-end fund investment portfolio theory .