证券投资

本科证券投资学课程实践教学体系研究

Research in the practical teaching system for investment securities

证券投资基金既有优势又有风险。

Investment securities funds have both advantages and risks .

银河银泰理财分红证券投资基金更新招募说明书

Galaxy Yintai fiscal dividend securities investment funds to update placement prospectuses .

具有不等式约束的H∞控制及其在证券投资问题中的应用

H_ ∞ control with inequality constraint and its application to portfolio investment

基于VaR的证券投资基金风险度量及业绩评价研究

The Research on Risk Measurement and Performance Valuation of Security Investment Fund Based on VaR

用DEA对2002年度我国46只证券投资基金的相对绩效进行了评价。

The relative performances of 46 security funds in 2002 were also estimated through DEA .

作者认为Hurst指数在证券投资中有一定的参考价值，对长期的投资决策可以发生影响。

Hurst exponent is valuable in the investment in stock market .

研究了MV证券投资组合灵敏度分析方法。

This paper gives approaches to the sensitivity analysis for Mean-Variance ( M-V ) portfolios with riskless asset .

具有l2范数有界不确定性扰动的证券投资决策分析

Decision Analysis of Long-term Portfolio Investment With l_ 2-norm Bounded Disturbance

文中提出了一个资产配置模型，即证券投资基金的风险管理者在确定持有期内，如何构建满足VAR限制条件下求解期望收益最优化时达到的投资组合结构模型，即我们要求的资产配置。

The thesis proposed a model of asset allocation we required , How to establish the portfolio model which can achieve the maximum profits given a restrictive VaR value .

将Bayesian统计推断理论引入证券投资基金业绩评价过程，提出一种从投资者角度评价基金业绩的Bayesian方法。

The paper specially introduces the theory of Bayesian Statistical Inference into performance evaluation procedure for securities investment funds and proposes a Bayesian method of performance evaluation from an investor'perspective .

将VaR风险度量模型应用于证券投资基金绩效评估中，这种经风险调整后的绩效评估方法符合现代理论的要求，能更全面、有效的描述基金的真实收益。

This paper applies VaR models to evaluate performances , which conforms to the modern theories and can describe the real returns of the securities investment funds completely and validly .

相比证券投资基金，REIT投资应更注重对单个物业资产的评估。

Compared to securities fund , manager should pay more attention to analysis of individual assets .

相对于国内证券投资基金，QFⅡ具有更强的行业分析能力和广阔的国际化视野。

Relative to the domestic securities investment funds , QFII has stronger ability and broad industry analysts view .

基于以上理论和实证分析，论文最后尝试构建了我国证券投资基金的VaR风险管理支持系统。

On the grounds of theory and empirical analysis , at last , the paper tries to establish a support system of VaR risk management , which is used by securities funds .

毋庸多说，格雷厄姆一多德都市的投资者并不探讨bate、资本资产定价模型、证券投资报酬本的变异数。

Our Graham & Dodd investors , needless to say , do not discuss beta , the capital asset pricing model , or covariance in returns among securities .

本文是在Markowitz现代组合投资理论的基础上，建立了组合证券投资的期望值模型，并讨论了基于随机模拟技术的遗传算法对此模型的求解。

In this paper , we construct the expected value model of portfolio investment according to the modern portfolio theory of Markowitz , and use the genetic algorithms which bases random imitating technology to solve the model .

本文使用国际通行的VaR方法来研究证券投资公司资产组合管理的风险计量、分析和控制。建立了以VaR为主要风险控制指标的风险管理模型，并进行了相应的实证研究和探讨。

This article deals with risk management , analysis and control of asset combination and management in securities and investment companies by VaR method , an international practice , and builds a risk management model with VaR as the main risk control index to carry out empirical research and discussion .

在研究马科维茨（Markowitz）证券投资组合模型的基础上，分析了该模型用方差度量风险的缺陷，进而提出用叉熵作为风险的度量方法，建立了均值-叉熵的投资组合优化模型。

The limitations of measuring risk with variance are analyzed on the base of Markowitz portfolio model . So the measurement method of risk is put forward with cross-entropy , and the mean cross entropy optimization model of portfolio is proposed .

证券投资基金是最典型的集合理财产品。

Securities investment fund is the most typical collective financing product .

我国证券投资基金业的市场结构行为绩效分析

Research on the Market Structure-Conduct-Performance of China 's Securities Investment Funds

市场低迷时期证券投资风险的度量

Measurement of Securities Investment Risk in the Period of Market Slump

论股市文化建设与旧文化现象的批判&《证券投资理论与实践》教学中的困惑与思考

On Culture Construction of Stock Market and Animadversion of Outdated Culture

证券投资基金产品创新设计研究

The Research on the Approach of Innovation of Securities Investment Fund

中国证券投资基金市场：现状、问题与对策

China 's Investment Funds Market : Situation , Problems and Suggestions

我国《证券投资基金法》规定：基金托管人负有保管和监督双重职责。

Security investment trust fund law regulates that the custodian should .

证券投资基金自诞生至今已逾百年。

Securities investment fund from birth until now already over hundred years .

浅析我国证券投资基金托管制度及其完善

On Chinese Securities Investment Fund Trust System and Its Improvement

用规划法确定证券投资的有效边界

The Determination of Effective Boundary of Stock Investment by Programming

我国证券投资基金择股能力分析

Analysis on Stock Selection Ability of Investment Funds in China