1)mean-VaR均值-VaR
1.Mean-VaR Based Portfolio Optimization;基于均值-VaR的投资组合最优化
2.Mean-VaR and Dynamic Portfolio Models Analysis;均值-VaR与动态投资组合模型分析
3.The paper studied mean-variance and mean-VaR models without short sales respectively,then used pivoting algorithm and sequence of quadratic programming method to solve those models.文章研究了不允许卖空情况的均值-方差和均值-VaR两种投资组合模型,并运用不等式组的旋转算法并结合序列二次规划法进行求解。
英文短句/例句
1.Mean-VaR and Dynamic Portfolio Models Analysis;均值-VaR与动态投资组合模型分析
2.Mean-VaR Based Portfolio Optimization;基于均值-VaR的投资组合最优化
3.A Study on Mean-VaR Frontier of Risky Assets Portfolio风险资产组合均值-VaR前沿研究
4.The Comparison between Mean-Variance and Mean-VaR Portfolio Models without Short Sales;不允许卖空情况下均值-方差和均值-VaR投资组合比较研究
5.Optimal Portfolio Construction of the Social Security Fund Based on the Mean-VaR Model;基于均值-VaR模型社保基金最优投资组合的构建
6.Research on Currency Composition of Chinese Foreign Exchange Reserves Based on Mean-VaR基于均值-VaR的我国外汇储备货币结构研究
7.A Numeric Approach to Solve Mean-VaR Model:Saddle-point Approximation and Genetic Algorithm均值-VaR模型的一种新解法：鞍点近似、遗传算法
8.Research on the Mean-VaR Portfolio Model under Constraint of Investment Chance with Riskless Asset Can not be Borrowed机会约束下不允许无风险借入的均值-VaR投资组合模型的再研究
9.Research on the Mean-VaR Portfolion Model under Constraint of Investment Chance with Riskless Asset Can't Be Borrowed机会约束下不允许无风险借入的均值-VaR投资组合模型
10.An Chance-Constrained Mean-VaR Portfolio Model with Capital Structure and Transaction Costs;机会约束下的含有资本结构因子和交易成本的均值-VaR投资组合模型
11.A Portfolio Selection Model for Mutual Fund Based on Mixed Integer Programming of Mean-VaR under Chance-constrained;机会约束下基于混合整数规划的均值-VaR证券投资基金投资组合选择模型
12.A Mean--VaR Framework for Hedging with Options;利用期权进行套期保值的均值——VaR模型
13.Applicaton of Mean Variance Change-point Model to Value-at-Risk;均值方差变点参数模型在风险价值VaR中的应用
14.A Mean-VaR Framework for Speculating and Hedging with Options;利用期权进行投机和套期保值的均值——VaR模型
15.The Study of A Mean-VaR Portfolio Model including Riskfree Security;引入无风险证券的均值——VaR投资组合模型研究
16.The deep-study of a mean-VaR model under constraints of investment chance;基于机会约束的均值—VaR投资组合模型再研究
17.A Study on Asset Allocation of Mutual Funds;VaR约束下均值—方差模型在基金资产配置的应用
18.Study of a Mean-VaR portfolio model under the constraints of investment chance;基于机会约束的均值—VaR投资组合模型研究
相关短句/例句
mean-VaR model均值-VaR模型
1.For the one-goal and multi-goal optimal portfolio problem based on the mean-VaR model,the paper designed a function of punishment and parallel selection Genetic Algorithm.均值-VaR模型是比较复杂的非线性规划问题,传统的算法不能保证得到全局最优值。
2.Utilizing properties of the efficient frontier of the mean-VaR model,we obtain existence conditions and characterizations of the optimal solutions to the utility maximization model.利用均值-VaR模型有效边界的性质,得到了一般效用函数下最大效用存在的条件及最优解的本质特征,并给出了求解的具体方法和数值算法。
3)mean variance analysis均值VaR分析
4)mean VaR frontier均值VaR前沿
5)mean-VaR model for portfolio selection均值-VaR投资组合
6)Value at RiskVaR值
延伸阅读
均值不等式几个重要不等式(一)一、平均值不等式设a1,a2,…, an是n个正实数，则，当且仅当a1=a2=…=an时取等号1.二维平均值不等式的变形(1)对实数a,b有a2+b2³2ab (2)对正实数a,b有(3)对b>0，有， (4)对ab2>0有，(5)对实数a,b有a(a-b)³b(a-b) (6)对a>0,有(7) 对a>0,有 (8)对实数a，b有a2³2ab-b2(9) 对实数a，b及l¹0，有二、例题选讲例1.证明柯西不等式证明：法一、若或命题显然成立，对¹0且¹0，取代入(9)得有两边平方得法二、，即二次式不等式恒成立则判别式例2.已知a>0,b>0,c>0,abc=1,试证明：(1)(2)证明：(1)左=[]=³(2)由知同理：相加得：左³例3.求证：证明：法一、取，有a1(a1-b)³b(a1-b), a2(a2-b)³b(a2-b),…, an(an-b)³b(an-b)相加得(a12+ a22+…+ an2)-( a1+ a2+…+ an)b³b[(a1+ a2+…+ an)-nb]³0所以法二、由柯西不等式得： (a1+ a2+…+ an)2=((a1×1+ a2×1+…+ an×1)2£(a12+ a22+…+ an2)(12+12+…+12)=(a12+ a22+…+ an2)n,所以原不等式成立例4.已知a1, a2,…,an是正实数，且a1+ a2+…+ an<1，证明：证明：设1-(a1+ a2+…+ an)=an+1>0,则原不等式即nn+1a1a2…an+1£(1-a1)(1-a2)…(1-an)1-a1=a2+a3+…+an+1³n1-a2=a1+a3+…+an+1³n…………………………………………1-an+1=a1+a1+…+an³n相乘得(1-a1)(1-a2)…(1-an)³nn+1例5.对于正整数n，求证：证明：法一、>法二、左==例6.已知a1,a2,a3,…,an为正数，且，求证：(1)(2)证明：(1)相乘左边³=(n2+1)n证明(2)左边= -n+2(= -n+2×[(2-a1)+(2-a2)+…+(2-an)](³ -n+2×n
