最优证券组合

确定最优证券组合的一种几何方法

A New Geometric Method for Determining Optimal Portfolio

在介绍证券组合投资的基本理论和计算方法的基础上，提出了一种采用效用函数寻找最优证券组合的决策模型；

On the basis of introducing some fundamental theories and computational methods of portfolio investment , this paper derives a decision model for searching optimal portfolio with the utility function .

交易费函数一般都假设为新的与已有的证券组合之差的V函数，在某些假定下，带交易费的最优证券组合问题一般可以表示成一个不可微的双目标规划问题。

The problem of portfolio selection with transaction costs is formulated as a bi-objective programming model . But it is no-differentiable and hence , is difficult to solve .

市场指数模型下最优证券组合的简化算法

The Simplified Algorithms for Determining Optimal Portfolios Based on Market Index Model

新风险概念下的最优证券组合投资模型

Optimal Portfolio Investment Model Under the New Risk Concept

卖空与最优证券组合的选择&多组模型

Short Selling and Optimal Portfolio Selection ── Multigroup Models

最优证券组合的结构特征研究

Study of Structural Properties of Optimal Portfolios

交易成本和优良资产最优证券组合专门化研究

A study of the specialization of transaction costs and optimal portfolio of the superior asset

在证券投资组合有约束的一般情况下，证明了最优证券组合的存在唯一性。

The existence and uniqueness of the optimal protfolio are proved when the portfolio is suitably constrained .

根据我国证券市场的特点，提出了证券投资的效率曲线，分析了持有最优证券组合时所对应的风险计量方法。

The paper puts forward a efficacy curve of security portfolio , and analyses the risk 's measurement when holding a optimal security portfolio .

本文建立了二次效用极大的证券组合优化模型，研究了各种优化模型的算法，得到了最优证券组合的期望收益率、风险、期望效用及投资比例计算公式。

This paper sets up the optimal portfolio model with the maximum quadratic utility . It studies the optimization model 's solution method and obtains the calculation formulae for the expected rate of return , the rise , the expected utility and the investment proportion .

本文给出了卖空限制下，包括无风险资产时求最优风险证券组合的方法。

This article shows a method solving the best risk portfolio of securities including non-risk part under sell short restrictions .

该模型采用收益的平均绝对离差作为风险的尺度，可以通过求解线性规划获得最优证券投资组合。

The model uses mean absolute deviation of return as measure of the risk and gains a optimal portfolio by solving the linear programming .

健康风险对最优消费-证券组合的影响

The Impact of Health Risk on Optimal Consumption-portfolio Choice

第五部分，使用科学的定量模型来分析上市公司证券的收益率和风险，构建最优的证券投资组合。

The fifth part , use the scientific quantitative model to analyze the earning ratio and risk of the securities of listed company , conform optimum securities investment combination .

安全区域内的最优投资决策问题证券组合的最优投资决策

Study of Securities Combination for Optimized Investment Strategy in Safety Field The Optimum Decision of Portfolio