现代资产组合理论

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。

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

现代资产组合理论及其应用于中国股票市场的实证研究

Modern Portfolio Theory and Its Application to the Chinese Stock Market

第二章重点介绍了REITs投资管理中所应用的现代资产组合理论；

The second chapter mainly introduce the theory how to combine modern portfolio with the investment and management of REITs ;

第三章转入分析现代资产组合理论的理论前提&有效市场理论（EMH）。

Chapter 3 analyzes the premise of MPT , which is the Efficient Market Hypothesis ( EMH ) .

笔者考察和研究了运用现代资产组合理论进行风险分散化贷款组合管理的KMV模型和以金融创新&信用衍生品进行对冲组合管理的理论和实践。

This article investigates and researches the KMV model which puts the Modern Portfolio Management Theory into credit portfolio management and the theory and practice in which the credit derivatives are used to hedge credit risk .

现代资产组合理论是现代金融理论和投资理论的基础。

Modern portfolios are the bases of modern finance and modern investment .

现代资产组合理论的一个拓展：出口市场组合模型&关于我国出口市场多元化的理论思考

An Extension to Modern Theory of Portfolios : Model of Export Markets Combinations

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

现代资产组合理论研究

The Research on Modern Portfolio Theory

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。

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

这被金融界看作是现代资产组合理论的起点。

This is called the jumping-off point of the modern times asset combination theory by financial circles .

按照现代资产组合理论，寿险基金资产管理者在资产组合选择中根据资产的收益和风险进行决策。

According to the theory of modern capital combination , the manager of life insurance capital decides with the caprtal iname and risk in capital combination .

并基于中国的现实状况，利用现代资产组合理论建立了基于信贷规模总量控制、行业授信额度限制、区域授信额度限制下的组合风险优化模型，并采用假想案例进行说明。

Considering realistic status , portfolio risk model is constructed with constraints of credit scale , industry credit scale and regional credit scale by the guide of modern capital portfolio theory .

在马克威茨的均值-方差分析体系下，本文以投资人的风险分散和风险控制为主线探索现代资产组合理论在我国股票市场的应用。

In the framework of the Markowitz mean-variance analysis , the modern portfolio theory is applied to the empirical study of the Chinese stock market with emphasis of risk control and risk diversification .

其次，以西方消费&储蓄理论和现代资产组合理论等为基础，对影响居民家庭金融资产选择的主要因素进行一般性的理论分析，并对各种因素的影响机制及其之间的关系进行分析。

Secondly , based on the theory of consumption and saving and modern portfolio theory , the paper explores the mechanism of those crucial factors which influence portfolio choice and the relationship between them theoretically .

在被动投资策略部分对被动投资进行概述，并详细介绍了被动投资的三大理论溯源，即现代资产组合理论、资本资产定价理论、有效市场理论，以及指数化投资的动因和优势。

In part of passive investment strategy summarize passive investment , and introduces in detail the three major theoretical origin of passive investment , namely the modern portfolio theory , capital asset pricing theory , efficient market theory , as well as the index of the investment motivation and advantages .

本文从证券投资基金的基础知识出发，以风险理论和现代资产组合管理理论作为理论依据，系统的研究了我国证券投资基金的风险，包括系统性风险、非系统性风险和特有风险三部分。

Starting with the basic theories of the security investment funds , base on the risk theory and modern assets management theory , this paper study the risk in three parts .