Formerly research on portfolio selection mostly made assumption with the riskless asset,but the riskless asset does not exist in fact.
以往关于资产组合选择的研究大多假设市场上存在无风险资产,但无风险资产实际上是不存在的。
Considering the existence state of riskless asset, we set up optimization model of uncorrelated assets combinaton investment under various constraints, and present the efficient combination set as well as its caculation formalas of investment proportions.
根据无风险资产的存在情况，分别建立了各种投资约束条件下不相关资产组合投资优化模型，给出了有效组合集及相应的投资比例计算公式，讨论了有效组合投资期望收益率的变化对资产投资比例的影响。
Because the city commercial bank still had the disparity for the request of the new agreement in aspects of composition of capital,capital sufficient degree as well as risk property structure and quality,we had to contrast own capital management condition through the analysis.
由于城市商业银行在资本构成、资本充足程度以及风险资产的结构与质量等方面与新协议的要求尚有差距,必须通过分析对比自身资本管理状况,提高资本充足率和风险管理水平,才能完善资本管理制度。
Dynamic analysis for risk assets portfolio;
有风险资产投资组合动态分析
The security portfolio model is discussed as the sum of the risk asset weightings not equal 1.
讨论各个风险资产的权重之和不等于 1的风险资产投资组合模型 :(M) m in 12 ′φs。
Under the uncertainty of the investor′s return of risk assets,an optimal portfolio investment model ia obtained is obtained.
在投资者的风险资产的收益不确定的条件下,给出了最优资产组合选择的投资模型。
The validation procedures for risk in ALARP of facility are introduced, including fatal risk (individual and social fatality risk) and capital risk validation procedures which are supplement and improvement of quantitive risk assessment and worth applying and generalizing in China.
介绍了设施安全风险处在ALARP状态的验证程序,其中包括人员死亡风险(个人和社会死亡风险)和资产风险的验证程序,这种程序和方法是对量化风险评价(QRA)实施的补充和完善,值得在国内应用和推广。
The Efficient Boundary of Portfolio Allowing Risk-free Asset Investment;
含无风险资产时组合投资的有效边界
Allocation of invested funds between risk-free assets and the risky portfolio.
是指投资基金在无风险资产与有风险资产组合之间的配置决策。
Portfolio Selection When a Riskless Asset is Absent
关于无风险资产不存在时资产组合选择的研究
Utility Maximization of the Investment Portfolio with Risk-Free Assets;
无风险资产的投资组合效用最大化的模型研究
The efficient frontier and optimal strategies of the mutual funds;
共同基金和无风险资产投资的最优策略
Utility Maximizing of the Portfolio Include a Risk-Free Asset;
含无风险资产时投资组合的效用最大化
Portfolio s Sensitivity Analysis with Riskless Asset;
存在无风险资产的投资组合灵敏度分析(英文)
Portfolio s Sensitivity Analysis without Riskless Asset;
不存在无风险资产的投资组合灵敏度分析(英文)
The Efficient Boundary of Portfolio Allowing Risk-free Asset Investment;
存在无风险资产时组合投资的有效边界
Study on the M-V efficient frontier with non-risk assets;
存在无风险资产的M-V有效前沿进一步研究
The Study on that Long-Term Bonds are Risk-free Assets for Long-Term Investors;
关于长期债券是长期投者无风险资产的研究
The Investment Portfolios Risk Measures: VaR Constrained the Permission Has Non-risk Property Investment Mean-Variance Model in Portfolio Selection;
投资组合风险度量：VaR约束下允许持有无风险资产投资组合模型研究
A Study on the β|value Portfolio Investment Decision Models Allowed to Hold Risk|Free Security
允许持有无风险资产的β值证券组合投资决策模型研究
Portfolio Sensitivity Analysis Under Chance-constrained with Risk Less Security;
含无风险资产机会约束下的组合投资及灵敏度分析
b. Capital Allocation between the Risky Asset and the Risk-Free Asset
b. 风险性资产与无风险性资产之间的资本分配
An Unstructured Decision-making Method of Bank Credit Asset Venture;
银行信贷资产风险中的无结构化决策
The Research on the Combination of \;Risk and Riskless Investment;
有风险投资与无风险投资组合的研究
capital/risk-asset ratio
资本与风险资产比率