Modern Portfolio Theory

Modern Portfolio Theory and Its Application to the Chinese Stock Market

现代资产组合理论及其应用于中国股票市场的实证研究

The Research on Modern Portfolio Theory

现代资产组合理论研究

A Comparative Study of Modern Portfolio Theory Model

现代投资组合理论模型的比较研究

Limitation of the Application of Modern Portfolio Theory in China and Reflection

现代证券投资组合理论在我国应用的局限与思考

Modern Portfolio Theory And Our Investment Strategy At Present

西方现代投资组合理论与我们当前的投资策略

Then the hedge ratio based on modern portfolio theory appeared .

于是出现了基于投资组合理论的现代套期保值比率。

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

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 evaluation of investment fund performance has been one of the main developments of modern portfolio theory .

证券投资基金评估是现代组合理论发展的重要组成部分。

The main work is the research on risk and return , which is the core of the modern portfolio theory .

其中，主要研究现代证券组合投资理论的核心：收益与风险问题。

The summarization of modern portfolio theory

现代投资组合理论综述

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

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。

In Chapter 1 , we briefly introduce the research status and meaning of modern portfolio theory and the Genetic Algorithm .

第一章介绍了投资组合理论在国内外的研究现状及意义。

The portfolio mean-variance theory of Markowitz is the foundation of modern portfolio theory and modern financial theory .

Markowitz资产组合均值方差理论是现代资产组合理论和金融理论的奠基石。

Based on modern portfolio theory of insurance funds model , the asset allocation theory under the constraints is of the balance .

基于现代投资组合理论的保险资金运用模型分析，提出负债约束下的资产配置理论。

According to the modern portfolio theory , diversified portfolio provides convenience to eliminate the non-systemic risk .

现代投资组合理论认为，充分多元化的投资组合可以分散甚至消除非系统性风险。

I introduce the elementary contents and apply asset liability management , modern portfolio theory , modern property right theory to asset management .

对寿险投资经营、资本经营具有指导意义的资产负债管理理论、现代投资理论、现代产权理论的基本内容及其在寿险资产经营中的应用进行了阐述。

She has seen 13 prime ministers , 12 US presidents and the invention of modern portfolio theory .

她见证了13位英国首相、12位美国总统以及现代投资组合理论的诞生。

I have endeavored to show that Modern Portfolio Theory and a risk-based approach to IT investment are far from new .

我已经尽力表达现代投资组合理论和对于IT投资的基于风险的方法远不是新的。

The whole area of the capital asset pricing model and modern portfolio theory was my second favorite thing I learned at business school .

我在商学院中第二感兴趣的就是资本资产定价模型和现代证券投资理论。

Although modern portfolio theory was born fifty years ago , academic articles related to it still emerge in an endless stream .

现代投资组合理论虽已诞生了半个世纪，但有关它的研究仍层出不穷。

Risk control strategies are proposed based on the modern portfolio theory . Risk assessment is conducted with the methodology of VaR ( value at risk ) .

其中，风险控制应用了风险规避及现代投资组合理论，风险评估采用VaR（ValueAtRisk）方法。

Mean-variance model that Harry M.Markowitz has put forward in1952 indicates the naissance of modern portfolio theory .

现代投资组合理论的产生以1952年马克维茨提出均值方差模型为标志。

The second one systematically introduced main contest of modern portfolio theory , CAPM and APT that are parts of modern asset-pricing theory .

第二部分系统地介绍了现代资本市场定价理论中的现代证券组合理论、资本资产定价模型理论和套利定价模型。

As the major topic of financial investment theoretical research and an important tool for decision-making practice , core foundation is composed of it in modern portfolio theory .

它是金融投资定量化研究的开端，成为金融投资理论研究的主要论题和决策实践的重要工具，构成了现代投资组合理论的核心。

Harry Markowitz in 1952 first proposed the Mean-Variance and the Efficient Frontier Model which laid a solid foundation for the modern Portfolio Theory .

马柯维茨（H.M.Markowitz）在1952年首次提出了均值&方差分析方法和投资组合有效边界模型，为现代投资组合理论奠定了坚实的基础。

This paper focuses on the modern portfolio theory , analyzing the risks can be faced by REITs , seeking the methods to avoid this risks .

本文重点从现代投资组合理论角度出发，分析REITs所面临投资风险的多样性，研究REITs的投资风险规避方法。

Modern portfolio theory which takes both expected revenue and risk to considerations studies how to maximize expected revenue and minimize risk at the same time .

现代证券投资组合理论综合考虑了预期收益和风险，研究如何使预期收益最大化的同时风险最小化。

In the fourth chapter , according to the modern portfolio theory , the standard deviation of expected benefits is used as a measure of the level of risk .

在第四章中，本文按照现代投资组合理论，以股本收益率的方差作为衡量风险的标准。

The yield on US government debt is at the heart of virtually everything in the investment world thanks to the capital asset pricing model and modern portfolio theory .

由于资本资产定价模型（capm）和现代投资组合理论的广泛使用，美国国债收益率实际上已经成为整个投资界的灵魂。

The publish of Portfolio Selection ( Modern Portfolio Theory , MPT ) ( Markowitz , 1952 ) indicates the birth of the modern finance theory .

1952年Markowiz创立了现代投资组合理论（MPT），标志着现代金融理论的诞生。