| 1. | Study on the efficient frontier of portfolio under financing constraints
融资约束条件下投资组合有效边界研究 |
| 2. | Pension fund investment , optimal commission rate , external fund management , efficient frontier
退休基金投资、最适佣金费用率、基金委外管理、效率前缘。 |
| 3. | The capital asset pricing model ( capm ) demonstrates that the market portfolio is essentially the efficient frontier
资本资产定价模式capm证明市场投资组合本质上是有效的边界。 |
| 4. | The paper details the efficient frontier of the model , and analyses the existence conditions of the optimal solutions
给出了该模型的解析算法，对最优解的存在性条件进行分析。 |
| 5. | 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被认为对有效边界来说是更高级的，因为它考虑到了投资组合的无风险资产的内容。 |
| 6. | 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来自于从有效边界上的截取点到预期回报等于无风险回报率的点画一条切线。 |
| 7. | 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
以半方差为风险度量标准，建立了证券组合投资的e - sh模型，并探讨了其求解方法。 |
| 8. | 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
我们的实证研究表明， cvar优化模型通过构造期望收益/ cvar有效前沿，在减少与控制组合的风险以及最大化组合收益方面具有重要的作用，从而可以提高组合的业绩。 |
| 9. | 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
在股票市场和基金市场的有效边界实证分析中，我们比较了上海、深圳股票市场以及证券投资基金市场的有效边界。 |
| 10. | 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模型的基础上，针对我国证券市场上证30指数的指标股为对象进行实证研究，以周收益率为基准，计算出有效边界，得出最优投资比例，结果表明，只需要将投资分配于其中的9只股票，就可以将风险降低到最低限度。 |
