portfolio problem meaning in Chinese
证券问题
Examples
- On portfolio problem contained fuzzy profit rate
收益率为模糊数的投资组合问题的讨论 - A riemannian geometry underlying stochastic algorithm for log - optimal portfolio problem with risk control
最优投资组合问题的一个黎曼几何随机算法 - Multistage stochastic programming model for the portfolio problem of a property - liability insurance company
财产保险公司投资组合问题的多阶段随机规划模型 - In the 3rd section we introduce how to use mathematical model to study financial problems , whose assets running on mixed jump - diffusion process , first we get the famous non - linear feynman - kac formula by fbsde , then let the solution of the bsde be a investor ' s utility function , and it ' s the so - called recurse utility function . second , we can prove that this utility function is a continue viscosity solution of the variation inequality which we get above , and we get the comparison theory . third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the american option
第三章介绍了利用金融资产价格运行基于复合跳跃? ?扩散过程的数理模型来研究金融经济问题，通过结合运用正倒向随机微分方程，推导得到著名的非线性feynman - - kac公式，并且将相应的倒向随机微分方程的解记为投资者的值函数，这也就是通常所说的效用值函数；接着我们可以证明此效用值函数为某一偏微积分变差不等式的连续粘性解，并且得到了比较原则；这些结果可以应用到金融领域用于消费投资组合的选择或是美式期权的估值。 - Assuming that the rates of return obey normal distribution , chapter 4 combines the advantages between the mean - var model and the chance - constrained programming model and presents a chance - constrained mean - var portfolio problem with short selling , which is determined by expected rate of return and confidence level
以此可作为投资管理参考的依据，具有一定的实际意义。本文第四章提出了在允许卖空时的机会约束下的均值? var模型，它是以期望收益率与置信水平为导向的。