证券投资组合

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 .

现代证券投资组合理论在我国应用的局限与思考

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

基于DEA方法的证券投资组合研究

A Study on Portfolio Based on Data Envelopment Analysis

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 .

根据损失的定义，提出了证券投资组合的一种线性规划模型&最大损失最小化（MM）模型，给出模型的两种表达式，并进行了效用分析。

On the basis of the definition of loss , we develop a new linear programming model of protfolio selection which minimizes the maximum loss and make utility analysis .

证券投资组合的模糊M-V模型

Fuzzy M - V Model to Portfolio

但是需要明确的是，现代证券投资组合理论及CAPM模型、APT模型都是建立在一系列的假定的前提下，这些前提假设与现实的经济情况有一定的差异。

But we must make it clear that modern theory of investment , including CAPM and APT is based on a series of preconditions that are different from realities .

自从Markowitz证券投资组合理论的发表，投资组合就一直为业界和理论界所关注。

Since the theory of the portfolio brought forward by Markowitz , Investor and researcher show grade energy on the portfolio , the content .

在此之前，迪拜国际资本最近对很多上市证券投资组合进行了处置，包括其在EAD、汇丰银行（HSBC）、索尼（Sony）和印度ICICIBank的少数股权。

This follows the recent disposals of much of DIC 's listed equities portfolio , including its minority stakes in EADS , HSBC , Sony and ICICI Bank in India .

调研公司斯佩特兰集团（SpectremGroup）称，一些人仍然对2008年股市的表现耿耿于怀。那一年，美国百万富翁人群的证券投资组合的价值平均缩水大约30%。

Some are still steamed about the stock market in 2008 , which saw the average U.S. millionaire 's securities portfolio shed about 30 percent of its value , according to research firm Spectrem Group .

美国第四大银行Wachovia正面临股东和债权人的压力，他们对其1200亿美元抵押贷款证券投资组合的担心与日俱增。

Wachovia , the fourth largest bank in the US , was under pressure from equity investors and bondholders on growing fears over its $ 120bn portfolio of mortgage securities .

建立简单的衍生证券投资组合模型，利用HJB方程，讨论了在一定假设条件下衍生证券最优投资问题，得到相关投资策略与无风险投资收益率及风险投资期望收益率之间定量关系。

The simple portfolio investment model is given , with the HJB equation . The optimal portfolio investment problem is discussed under some given supposition , the quantitative relations are gotten between the investment strategies and riskless investment income rate and risk investment income rate are gotten .

证券投资组合资产的选择模型研究

A Study of Assets Selection Model for Investment Combination of Securities

证券投资组合的风险度量与熵优化模型研究

Studies on Risk Measures and Entropy Optimization Models in Portfolio Selection

建立了证券投资组合问题在蚁群算法下的模型。

The model of Portfolio under ACO is established . 3 .

本文研究的是证券投资组合的有效管理。

In this paper , efficient management of portfolio is investigated .

用遗传算法求解全系数模糊证券投资组合模型

A Genetic Algorithm for Portfolio Investment Model with All Fuzzy-Coefficient

确定收益模式下证券投资组合研究

Research of the Securities Portfolio Based on the Model of Determinate Profit

最后将该算法应用于证券投资组合问题的实证分析。

Finally , an empirical research on the portfolio investment is made .

证券投资组合方案比选的探讨

The Approach of Scheme Comparison of Investment in Securities Compose

多种环境下的证券投资组合优化及其应用

The Optimization Model of Investment Portfolio for Multi-Conditions and Applications

证券投资组合管理中的无差异曲线法及其评价

The Way of Indifference Curve of Securities Portfolio Management and Its Assessment

熵&证券投资组合风险的一种新的度量方法

Entropy , a New Measurement Method for Investment Portfolio Risk

我国股票市场指数及指数证券投资组合

Stock indexes and indexing portfolios in China stock markets

研究股票收益分布的特征，对探索股票市场有效性、证券投资组合等问题都具有重要的现实意义。

The distribution of stock returns has thick tails .

理想点法在证券投资组合中的应用

The application of ideal point method to portfolio investment

证券投资组合的收益与风险

The Income and Risk of Investment Combinations in Bond

证券投资组合理论实证分析

The Positve Analysis on the Security Portfolio Investment Theory

证券投资组合理论与方法研究

Study on the Theory and Method of Securities Portfolio

一类国际证券投资组合及消费选择的最优控制问题

An Optimal Control Problem on Portfolio and Consumption Choice in International Security Market