动态资产组合,dynamic portfolio
1)dynamic portfolio动态资产组合
1.This paper studies the effects of parametric uncertainty of the first two moments about risky asset return on the choice ofdynamic portfolio under incomplete information.在不完全信息下,研究了风险资产收益前两阶矩的参数不确定性对动态资产组合选择的影响。
2.This paper explores the effects of such uncertainty and event risk ondynamic portfolio,in particular,the implication of jumps in prices and volatility on investment strategies for major events often trigger abrupt changes in stock prices and volatility when a robust investor worries uncertainty in stock market.通过引入风险规避的稳健投资者以及模型设定可能存在误差,投资者在最小化模型设定误差的前提下,制定风险资产收益跳跃情况下的动态资产组合战略,最大化投资者的效用。
3.This paper studies the effects of parametric uncertainty of the first two moments about risky asset return on the choice ofdynamic portfolio under incomplete information.本文研究了不完全信息下风险资产收益前两阶矩的参数不确定性对动态资产组合选择的影响。
英文短句/例句
1.Optimal Dynamic Portfolio Selection under Safety-First Criterion安全第一准则下的动态资产组合选择
2.Dynamic portfolio choice under uncertainty-aversion不确定性规避下的动态资产组合选择
3.A Study on the Problem of Dynamic Portfolio Choice under Continuous-time;连续时间下的动态资产组合选择问题研究
4.Research of the Dynamic Portfolio Insurance Adopting in China s Security Market;动态资产组合保险策略在中国证券市场的应用研究
5.A Multi-Cycle Dynamic Programming Optimization Model of Portfolio资产组合的多周期动态规划优化模型
6.Dynamic analysis of optimal portfolio in financial engineering金融工程中最优资产组合曲线的动态分析
7.A Decision-making Model of Bank s Asset Portfolio based on Multi-period Dynamic Optimization;基于多期动态优化的银行资产组合决策模型
8.The dynamic adjustment of the optimal combination of assets-- A framework of M＆ A cause efficiency hypothesis;资产最优组合的动态调整——并购动因效率假说的一个框架
9.A Portfolio Decision Model for Banks Based on Multi-period Dynamic Optimization基于多期动态优化的银行资产组合决策模型研究
10.The Dynamic Study on Decision-making of Real Estate Portfolio Based on ACO;基于蚁群算法的房地产开发项目投资组合决策动态研究
11.Risk Measure and Control Strategy of Real Estate Portfolio Investment based on the Dynamic CVaR Model;基于动态CVaR模型的房地产组合投资的风险度量与控制策略
12.The Recombination and Changed Looked from the State - Owned Assets;从动态角度看国有资产重组及其变化
13.The Research on Price and Trade Volume Analysis in Dynamic Portfolio Investment动态证券组合投资的价量关系研究
14.Dynamic Optimal Portfolio in a VaR Framework;基于VaR控制下的动态优化投资组合
15.Multi-period Probability Criterion Dynamic Portfolio Selection in Stochastic Market;随机市场多期概率准则动态投资组合
16.A Research on the Dynamic Correlation in Portfolio Risk Management;投资组合风险管理中动态相关性研究
17.Mean-VaR and Dynamic Portfolio Models Analysis;均值-VaR与动态投资组合模型分析
18.Dynamic Portfolio Model under a Capital at Risk Constraint;基于CaR风险约束的动态投资组合模型
相关短句/例句
dynamic portfolio optimization动态资产组合选择
3)dynamic risk free portfolio动态无风险资产组合
4)dynamic portfolio insurance动态资产组合保险
5)real estate portfolio不动产组合投资
6)liquidity portfolio流动资产组合
延伸阅读
动态组合将主题引出的信息点进行联系,通过思考讨论找出其相同之处或联系点,或者将这些信息点与实际生活想相联系,提高认识能力的一种学习方式
