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efficient frontier中文是什么意思

  • 效率界限
  • 效率前沿
  • 效率前緣
  • 效率限界
  • 有效邊界

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  • 例句與用法
  • Study on the efficient frontier of portfolio under financing constraints
    融資約束條件下投資組合有效邊界研究
  • Pension fund investment , optimal commission rate , external fund management , efficient frontier
    退休基金投資、最適傭金費用率、基金委外管理、效率前緣。
  • The capital asset pricing model ( capm ) demonstrates that the market portfolio is essentially the efficient frontier
    資本資產定價模式capm證明市場投資組合本質上是有效的邊界。
  • The paper details the efficient frontier of the model , and analyses the existence conditions of the optimal solutions
    給出了該模型的解析算法,對最優(yōu)解的存在性條件進行分析。
  • The cml is considered to be superior to the efficient frontier since it takes into account the inclusion of a risk - free asset in the portfolio
    Cml被認為對有效邊界來說是更高級的,因為它考慮到了投資組合的無風險資產的內容。
  • The cml is derived by drawing a tangent line from the intercept point on the efficient frontier to the point where the expected return equals the risk - free rate of return
    Cml來自于從有效邊界上的截取點到預期回報等于無風險回報率的點畫一條切線。
  • Taking variance as the risk measure , the e - v model is established . the solution and property of efficient frontier with or without short sale constraint is analyzed
    以半方差為風險度量標準,建立了證券組合投資的e - sh模型,并探討了其求解方法。
  • The empirical results show that one may reduce risk and increase return of a portfolio , - then improve its performance by constructing efficient frontier on the space of expected return / cvar
    我們的實證研究表明, cvar優(yōu)化模型通過構造期望收益/ cvar有效前沿,在減少與控制組合的風險以及最大化組合收益方面具有重要的作用,從而可以提高組合的業(yè)績。
  • Furthermore , we examine the efficient frontier in the shanghai , shenzhen and the closed - end fund market . the efficient frontier in shenzhen is superior to the shanghai efficient frontier characterized with higher return and higher volatility
    在股票市場和基金市場的有效邊界實證分析中,我們比較了上海、深圳股票市場以及證券投資基金市場的有效邊界。
  • Based on e - v model , empirical analysis on sample stocks of shanghai 30 index is made . according to the model , efficient frontier is plotted and optimum proportion is worked out . we can find that risk is reduced to the lowest level as result of investing to 9 stocks
    在e - v模型的基礎上,針對我國證券市場上證30指數的指標股為對象進行實證研究,以周收益率為基準,計算出有效邊界,得出最優(yōu)投資比例,結果表明,只需要將投資分配于其中的9只股票,就可以將風險降低到最低限度。
  • 更多例句:  1  2
  • 百科解釋
The efficient frontier is a concept in modern portfolio theory introduced by Harry Markowitz and others. A combination of assets, i.
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