| 1. | Fuzzy programming method of security portfolio
证券组合投资的模糊规划方法 |
| 2. | Fractural theory and security portfolio risk dispersion
分形理论与证券投资组合的风险分散 |
| 3. | Research on securities portfolio investment of open - fund
证券投资基金时机选择能力的实证研究 |
| 4. | The essence of security portfolio risk is the indeterminacy of the security value movement
证券投资风险的实质是证券资产价值运动的不确定性。 |
| 5. | All these models and theories provide important methods for measurement on security portfolio market risk
它们所提供的风险计量方法是目前最为主要的方法。 |
| 6. | The security portfolio investment theory was promoted on the basis of western developed security market
证券组合投资理论是基于西方较完善的证券市场提出的一套投资理论。 |
| 7. | The paper puts forward a efficacy curve of security portfolio , and analyses the risk ' s measurement when holding a optimal security portfolio
根据我国证券市场的特点，提出了证券投资的效率曲线，分析了持有最优证券组合时所对应的风险计量方法。 |
| 8. | Merton and other scholars all consider , in their optimum consumption and investment model , that the investor ' s assets can choose between consumption and securities portfolio
在merton及其他学者研究的最优消费投资模型当中，都是考虑投资者的资产在消费和证券投资组合之间进行分配。 |
| 9. | Var and stress testing model can measure this tail risk , therefore , combined with delta - method , var is the efficient model that can be applied to measure chinese security portfolio market risk
股票收益率呈现出厚尾特性， var及其压力测试模型能很好的计量投资组合的尾部收益及风险，因而结合了var的方差模型是适合于我国证券投资市场风险计量的有效模型。 |
| 10. | First of all , introduced have been the concept , causes , main content and study ' s methods about the security portfolio , the traditional security portfolio management , and markowitz model and its solutions ; discussed have been the insufficient places of markowitz model ; and indicated have been the development study directions about it
首先，介绍了证券组合的概念、原因、主要内容、研究方法、传统证券组合管理和markowitz模型及其求解方法，论述了markowitz模型的不足之处，指明了本文的拓展研究方向。 |
