1) Theory of optimized financial portfolio
最优金融资产组合
3) log-optimal portfolio
LOG-最优资产组合
1.
When securities rate of returns obeyed normal distribution,a single-period log-optimal portfolio problem with risk control of value-at-risk was put forward.
在证券收益率服从正态分布的假设下,提出了基于V AR风险控制下的单周期LOG-最优资产组合问题,建立了数学模型,证明了最优解的存在性与唯一性,设计了求解该模型的新兴智能优化算法——遗传算法并进行了实例计算与分析。
4) optimal portfolio
最优资产组合
1.
The two optimal portfolios models with inflation rate were analyzed, which were the models that risk-free assets rate was correlated and uncorrelated with return of stocks.
在无风险资产收益率与证券的收益率无关和相关情况下,研究了通货膨胀率影响下的最优资产组合模型,得出了最优解,并进行了数值模拟。
2.
In this paper,it is discussed that the problem about optimal portfolio whith risk control solved by genetic algorithm (GA) based on Ref.
本文基文献 [1]的思路 ,详细论述了利用遗传算法解决有风险控制的最优资产组合问题的具体实现过程 。
5) optimal consumption and portfolio
最优消费资产组合
1.
Aimed at the problem of optimal consumption and portfolio in fractional Brownian motion and using stochastic optimal control theory,the explicit solutions of this problem were obtained when the logarithm utility function was given.
针对分数布朗运动环境下的最优消费资产组合问题,运用随机最优控制理论,在给定对数效用函数条件下,得到最优消费资产组合问题的显式解。
6) Log-optimal portfolios models
log-最优资产组合模型
补充资料：金融帐记录居民与非居民之间的金融资产及负债交易
它显示某经济体系如何融资以进行其对外交易。金融帐内的交易可归类为直接投资、有价证券投资、金融衍生工具、其他投资及储备资产。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条