马柯 meaning in English
ke ma
Examples
- Markowitz portfolio theory has become the footstone of modem finance theory
摘要马柯维茨的投资组合理论奠定了现代金融理论的基石。 - We develop the model by drawing into the concept of " pareto optimality " and use the concepts of feasible set and validation set to analyze the target function
同时，有创意的引入“帕累托最优”概念模型进行改进，还将投资学中的马柯维茨关于可行集和有效集的概念与目标函数进行了类比分析。 - With global financial markets growing , theoretical research went deeper and deeper , such as markowitz ’ s diversification theory , william sharpe ’ s capm , and the most popular var
随着全球金融市场的发展,经济、金融界关于风险管理的理论研究也不断深入:从马柯维茨的证券投资组合理论到威廉 - This paper studies the ways to comfotmate the models of portfolio investment combi - nation , and demonstration analysis , divided into three parts . the first part : exordium . mainly introduces the risk of portfolio investment . the second part : brings forward several kinds of investment combination model , including the traditional markowitz model , multiobjective programming and fuzzy programming . the third part : goes along with the demonstration analysis of each kind of model basted on the shanghai stock market , at the same time , appraises the superiority and inferiority with the single - parameter measurement of tangible achievement . before then , most papers discussed the static models , this paper extends the static models to the dynamic models by the means of weighted moving average and bayes estimation
本文研究了证券投资组合模型的构造方法及其实证分析，分三部分进行：第一部分，绪论，主要介绍证券投资的风险；第二部分，提出几种投资组合模型，在传统的马柯维茨模型及线性规划的基础上，本文另外提出多目标规划的其它解法，并把前人模糊规划的理论应用到具体的建模中；第三部分，根据我国的沪市行情，对各种模型进行实证分析，并利用实绩的单参数度量对各种模型的优劣性进行评价。