投资组合优化

投资组合优化一直是金融领域人们津津乐道的话题之一。

Portfolio optimization has always been the hot topic in the field of finance .

同时本文结合新的风险度量方法给出了投资组合优化模型，并对模型的解从不同角度进行了分析。

Based on the new risk measure a portfolio optimization model is proposed , and the solution is analyzed from different aspects .

基于分位数的VaR（风险价值）不具有一致性，可能误导投资组合优化和风险管理，ES（预期短缺）测度克服了这一缺点。

Quantile-based VaR is not coherent and may be misleading in portfolio investment and risk management .

以收益率最大化投资组合优化模型与风险最小化投资组合优化模型为基础，探讨了一期最小方差集中有效点与n期前沿上权衡点的关系；分析了基于组合偏差风险的数学规划模型。

Based on the maximized return model and minimized risk model of portfolio theory , the relation on one term efficient point of least variance and N term tradeoff point in frontier are discussed , and a mathematical programming model based on compound deviation is analyzed .

LQ理论在一类跨国资产投资组合优化决策中的应用服务业跨国投资决定因素与我国投资环境分析

The Applications of LQ Theory to Optimal Strategy of One Kind of Multi-national Security Portfolio ; An Analysis on the Determinants of Transnational Investments in Services and China 's Environment for International Investments in Services

本文展开的研究是在Markowitz投资组合优化理论的框架下进行的，在此框架下，首先从组合选择的收益、风险和策略三大角度简要介绍了现代投资组合的理论基础。

At first , the research in this paper is based on the framework of Markowitz portfolio optimization theory . In this framework , this paper briefly introduces theoretical foundation of modern portfolio in returns , risk , and strategy aspects .

针对客户对服务功能的需求与偏好，提出WSI投资组合优化、双寡头WSI定价策略和ISV选择等Web服务组合市场决策模型，为WSI的市场决策与选择提供了理论依据。

In light of the customers ' needs and preferences for services ' functions , it puts forward several web service composition marketing decision models such as the optimized investment composition model for the WSI , the WSI pricing strategy model in duopoly market and the ISVs selection model .

均值-动态下半方差多阶段投资组合优化研究

The Optimization On the Mean Dynamic Downside Semi-Variance Multiperiod Portfolio Selection

投资组合优化选择&收益与风险分析

Optimal Selection of Portfolio and Analyses of the Profit and Risk

多约束投资组合优化问题的实证研究

Empirical Research about a Portfolio Optimization Problem with Multiple Investment Constraints

基于偏态分布的投资组合优化模型

The Optimal Model for Combinatorial Investments Based on the Partial Distribution

条件风险价值度量方法在银行投资组合优化中的应用

Application of conditional value at risk measurement in bank 's optimal portfolio

证券市场中股票成交量对投资组合优化的影响

Trade volume 's impact on efficient frontier of portfolio selection

基于谱风险度量的投资组合优化模型研究

Analysis of Investments Portfolio Model Based on Spectral Risk Measures

求解多目标投资组合优化模型的遗传算法

A genetic algorithm for solving multi-objective portfolio selection optimization problem

企业最佳资本结构下资本限量决策研究&构建资本限量投资组合优化模型

A study on the capital rationing decision-making under the optimum capital structure

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

基于免疫记忆克隆算法的指数化投资组合优化构建策略

Optimal Portfolio Selection for Index Investing Based on Immune Memory Clonal Algorithm

基于下方风险控制的动态投资组合优化研究

Research on Dynamic Optimal Portfolio under a Downside-risk Constraint

基于自适应蚂蚁算法的房地产投资组合优化决策

Real Estate Portfolio Optimization Based on Self-adaptive Ant Algorithm

基于二次粒子群算法的投资组合优化

Portfolio optimization based on quadratic particle swarm optimization

模糊线性规划在社保基金投资组合优化中的应用

Application of Fuzzy Linear Programming on Optimization of Investment Portfolio of Social Security Fund

资本市场的非线性复杂性与投资组合优化

Non-linear Complexity of Capital Market and Portfolio Optimization

房地产投资组合优化是降低投资风险的有效方法之一。

Real estate portfolio optimization is one of the efficient methods to reduce investment risks .

证券投资组合优化模型的进一步研究

FUrther Study on Various Models of Portfolio

基于微分进化算法的多阶段投资组合优化

Multi-stage portfolio optimization using differentiation evolution algorithms

在行为投资组合优化过程中，机会约束的转化是一个关键问题。

How to transform chance constraint is a key problem in the optimization of behavioral portfolio .

在证券投资组合优化的决策问题中，投资者通过选取不同的证券分散风险，为了使分散化的利益最大化，还须考虑证券组合的最佳规模以及交易成本。

In security portfolio optimization , investors distribute their investment risk by taking into different securities .

基于模糊环境下建立了长寿风险的投资组合优化模型。

Therefore , a portfolio optimization model of longevity risk is established based in the fuzzy environment .

均值-叉熵证券投资组合优化模型

Mean-Cross-Entropy Model for Portfolio Optimization