证券组合理论

在现有的行为证券组合理论中，所建立的行为证券组合投资决策模型仅具有理论价值，无法应用于组合投资管理实践；

Models in the existing behavioral portfolio theory can 't be applied to portfolio management because of either their idealization or their complexity .

研究提出了各个心理账户下离散随机变量的信息度量方法，以行为证券组合理论为内核进行集成建模，揭示了多心理账户下群体投资决策规则的优化机理。

An information measure approach of discrete random variable under multiple mental account is presented . It 's modeled with behavioral portfolio theory as the core , which reveals the optimization mechanism of group investment decision-making rule under multiple mental accounts .

资产投资理论最早是由证券组合理论公认的创始者、美国著名经济学家哈里·马科维茨（HarryMarkowitz）于1952年系统的提出。

Asset investment theory was first used by well-known American economist Harry Markowitz who the founder of portfolio theory systematic proposed in 1952 .

基于行为证券组合理论，提出了多心理账户下ISC二级分销网络的机会约束规划模型；

Based on the behavioral portfolio theory , a programming model with chance constrains is proposed for the ISC bi-level distribution network with multiple mental accounts .

旨在通过建立投资者多心理账户权重的确定方法，用以改进传统的行为证券组合理论（BPT）。

It 's studied for improving the traditional behavioral portfolio theory ( BPT ) by dealing with weights of investors ' multiple mental accounts .

在多心理账户条件下，基于行为证券组合理论（BPT）最终建立了一种具有机会约束属性的顾客满意度目标规划模型。

Finally , it 's formed the customers ' satisfaction degree goal programming model with chance constrained attributes based on behavioral portfolio theory with multiple mental accounts .

在Shefrin和Statman行为证券组合理论体系下，提出了一种基于认知风险价值的行为证券组合模型；

With the behavioral portfolio theory of ( Shefrin ) and Statman , a behavioral model based on perceived risk values has been proposed .

基于BSV（Barberis-Shleifer-Vishny）思想建立了一种风险度量模型，据此调整了传统的行为证券组合理论；

It 's formed the risk measurement model based on BSV ( Barberis-Shleifer-Vishny ) ideology , by which the traditional behavioral portfolio theory is adjusted .

证券组合理论在高科技风险投资中的应用

The Application of Security Portfolio Theory in Hi-tech Venture Capital

算法释例结果表明，相对于传统的行为证券组合理论，该模型更为逼近证券组合决策的实际情景。

Results of arithmetic case show that it 's superior to traditional theories .

数学在现代证券组合理论中的应用

The Application of Mathematics in Modern Stock Theories

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。

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

本文介绍了现代证券组合理论中几个主要的数学模型，并分析了组合收益中的风险构成及风险收益决策。

Several mathematical models in modern portfolio has been introduced in this essay and the risk components in portfolio income constitution have been analyzed .

本文以上海股市为研究对象，借鉴国外当代证券组合理论，对上海股市的风险与收益以及投资组合作出了实证方面的描述与研究。

By utilizing the contemporary securities portfolio theory , this paper did a diagnosis description and comprehensive research of the Shanghai Stock Market risk , as well as the investment portfolio .

从50年代初马科维茨提出证券组合理论开始，金融学进入了定量分析的阶段，这可以看作是金融数学的开端。

In the early 50 's Markowitz advanced portfolio theory . From that time on , finance stepped into the stage of quantificational analysis , which can be regarded as the beginning of financial mathematics .

但在实际投资活动中，均值-方差证券组合理论并没有广泛应用，原因在于该理论对两参数的微小变动十分敏感，往往导致组合结构缺乏稳定性，在样本期外仅能取得次优业绩。

Mean-variance portfolio theory is not widely used in practice , because the model is sensitive to the change of two parameters , which will lead to the lack of stability of the portfolio structure and get the inferior performance out of sample period .

第一章论述了股票定价理论，主要论述了内在价值理论、证券组合理论和非线形化模型，并且追踪了股票定价理论的最近发展动态。

The first chapter analyses the theory of stock pricing . It mainly analyses to describe the theory of inherent value , combinatorial theory of the securities , non-linear models , and has followed the trail of the recent development trends of the stock pricing theory .

本文在对保险资金的来源进行分析的基础上，阐述了保险资金运用必须遵循安全性、流动性和收益性原则和运用证券组合理论以及免疫与资产负债匹配理论来指导保险资金运用实践。

Firstly , based on the research of the source of the insurance fund , the principles and theories of the insurance investment , it can be safely concluded that the insurance investment should be subject to the principles of security , liquidity , and profitability .

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 .

本文以Markowitz证券组合投资理论为基础，运用目标规划的方法建立一种新的证券组合投资决策模型。

Based on the portfolio investment theory of Markowitz , this paper provides a new model for the decisions of portfolio selection with the help of goal programming .

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

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

证券组合投资理论是基于西方较完善的证券市场提出的一套投资理论。

The security portfolio investment theory was promoted on the basis of western developed security market .

证券投资组合理论的一种新模型及其应用

A New Portfolio Model and Application

现代证券投资组合理论一直是世界各国经济学家倾力关注的一个重要理论研究前沿。

The theory of modern securities investment portfolio is a very important theory study forward position all times .

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

证券组合投资理论是现代金融学的重要部分，也是当今科学研究的难点和热点之一。

Portfolio theory has been an important part of modern financial theory and one of difficult and hot issues in scientific research nowadays .

并运用证券投资组合理论，力图打开激励方式对基金经理投资行为影响的黑盒子。

Moreover , the paper tries to uncover the veil of the impact that incentive mechanism having on the investment behavior of portfolio managers .