markowitz 在 金融 分类中 的翻译结果

  本文关键词：股票组合的风险变动规律及最佳组合有效前沿——Markowitz理论在深圳证券市场的应用实证，由笔耕文化传播整理发布。

所有学科

金融

投资

数学

宏观经济管理与可持续发展

证券

    The thesis starts out from the concept and characteristic ofventure fund, first studies the organizational style and operational rule ofventure fund, and analyzes the based risk of venture fund, then makes use ofthe Analytical Hierarchy Process(AI-LP), Markowitz Model, Capital AssetPricing Model (CAPM) and Arbitrage Pricing Model(APT) etc. modeminvestment theory to put forward the concrete strategy and method of venturefund in the individual investment, assorted investment and investmentmanagement fields.

    本文从创业基金的概念和特点出发，首先研究了创业基金的组织类型和运作规律，然后分析了创业基金运作中存在的风险，并介绍运用层次分析法（AHP）和马科维茨（Markowitz）模型、资本资产定价模型（CAPM）、套利定价模型（APT）等现代投资理论对创业基金在单项投资、组合投资和投资管理等方面提出了具体的投资策略和方法。

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    In theoretical connection, the Markowitz model, the Sharp model, and the CAPM model are analyzed to lay down bases for the afterwards research.

    理论上，运用马科维茨模型、夏普模型、资本资产定价模型(CAPM)、套利定价模型(APT)分析养老保险基金投资的最佳组合。

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    The paper analyses three main theories: Markowitz's portfolio Selection Model, Sharpe's Capital Asset Pricing Model, Black and Sholes' Option Pricing Model. Besides, the paper also studies Duration-Convexity theory.

    本文系统分析关于证券投资市场风险计量的三个核心理论：马科维茨投资组合理论、资本资产定价模型、期权定价理论。

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    VaR is not a insular method, it can combines with other models, for example, the paper gives a Markowitz's Portfolio Selection Model under VaR restriction.

    VaR不是孤立的市场风险计量方法，它完全可以和以往的理论结合起来。 如论文给出了一个加入VaR约束的马科维茨投资组合模型。

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    Aiming at Chinese actual situation, the paper studies a Markowitz's Model, which can be used to measure conservative investors' portfolio market risk.

    针对我国的实际情况，，论文研究了适合于风险规避型投资人计量其风险的马科维茨模型。

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    This paper studies Markowitz Portfolio Selection Theory and Sharpe Capital Asset Pricing Model from each aspect , especially explains Capital Asset Pricing Model and its recent development in finance field.

    本文对马柯威茨证券投资组合理论和夏普资本资产定价模型作了全面的研究,着重探讨了资本资产定价模型及其在财务领域的发展。

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    The Law of Risk Variation of Stock Combination and the Effective Frontal of the Optimum Combination:An Applying Example of Shenzhen Stock Market Based on Markowitz Model

    股票组合的风险变动规律及最佳组合有效前沿——Markowitz理论在深圳证券市场的应用实证

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    Characteristics of the Pivoting Algorithm for Markowitz Portfolio Selection Model

    马科维兹资产组合选择模型旋转算法的特点

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    Markowitz Model Analysis of Fund Manager Changing Portfolio

    基金管理人变动资产组合的Markowitz模型分析

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    Efficient application of markowitz portfolio theory in security market of China

    Markowitz投资组合理论在中国证券市场的应用

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  markowitz

We develop a new algorithm for solving the linear system using sparse Gaussian elmination with the Markowitz ordering strategy.

The returns on our portfolio surpass those of portfolios that rely on market equilibrium weights or Markowitz-optimal allocations.

The basics of portfolio management theory and methods of efficient selection of assets and their financing have been created by Markowitz and Sharpe.

This is shown with the help of an example due to Markowitz.

It has been suggested in the literature (Samuelson, 1952, Markowitz, 1959) that this can be remedied by an approach which explicitly models the emotional consequences which give rise to the utility of chance.

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Based on Markowitz's expected return and varance model, this paper put forward the optimal port-folio investment model on the non-risk interest rate fluctuating and found out the inner link betueen two models,at last,the paper also inquired into practical meaning that the new model be applied in China's security markets.

本文在马科维茨的期望收益—方差模型上,提出在无风险利率变化下的最优证券组合投资模型,并且找出这两种模型之间的内在联系,最后对改进模型应用于中国证券市场的实际意义也作了探讨。

This paper reviews the main contributions and the important applications of contemporary finance theory in the Western countries. It also discusses the Arrow Debreu Equilibrium model,modigliani miller's Theorem, markowitz's mean variance Portfolio Analysis,Sharpe Lintner's capital Asset Pricing model and Ross's Arbitrage Pricing Theory, and finally points out the theoretical consolidation and unification since 1980s.

回顾了当代西方金融理论发展的主要内容和重要应用。评述了阿罗—德布鲁均衡模型、莫迪利亚尼—米勒定理、马科威茨均值方差资产组合分析、夏普—林德纳资本资产定价模型和罗斯套利定价理论，并指出了八十年代以后理论的调整与统一。

The paper proposes an Objectives Programming Model to calculate profolio based on Markowitz's Quadratic Programming Model and Sharpe's Linear Programming Model. The Objective Programming Model decreases complicated computing progress and its solution is the only one that most satisfies the manager of Mutual Fund. So the model can give the managers more convenience on their decision making. The paper also makes an example by this model, to calculate the portfolio of Shanghai Security A-shares.

根据目标规划的思想 ,针对 Warkowitz的二次规划模型和 Sharpe的线性规划模型提出了一个计算最优证券组合的模型 ,该模型不仅减少了计算时的复杂运算 ,而且其结果是仅有的一种最符合要求的证券组合 ,给基金管理人员在决策时更为方便的选择。还给出了用这一模型对上海 A股的计算分析

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  本文关键词：股票组合的风险变动规律及最佳组合有效前沿——Markowitz理论在深圳证券市场的应用实证，由笔耕文化传播整理发布。