frontier n. 1.邊疆;邊界,邊緣。 2.新開辟地,邊地;〔美國〕邊疆城市。 3.〔常 pl.〕(知識等的)尚待開發(fā)的領域。 the frontiers of medicine [science] 醫(yī)學[科學]新領域。 adj. 1.邊疆的。 2.新墾地的,邊地的。 frontier guards 邊防戰(zhàn)士。 a frontier town 邊疆城市。
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。