The efficient boundary of the stocks combination investment and the influence on it by the risk-free investment;
证券组合投资有效边界的研究及无风险投资对其的影响
This paper establishes a portfolio Selection model under constraints of both VaR and risk-free investment, and under the assumption that the rates of securities returns are normal random variables, the explicit formulas of investment proportions and the mean-variance efficient frontier of the optimal portfolio are presented.
本文提出了具有VaR约束和无风险投资的证券组合优化模型,在证券收益率服从正态分布的前提下,给出有效投资比例及有效边界的解析形式,它是传统的均值-方差模型及有效证券组合的推广。
The Operation of International Venture Capital in China;
国际风险投资在我国的投资运作研究
Analysis on innovation of venture capital investment system——The study on investment of "seed issue";
风险投资制度创新分析——基于“种子期”投资的研究
Decision-making in Venture Capital Investment Based on Fuzzy Simulation;
基于模糊模拟的风险投资项目决策
Enhance interactive between high-tech corporate and venture capital investment;
加强高技术企业与风险投资的良性互动
Principal-agent risk and corporate governance in venture capital;
风险投资中的委托代理风险及其公司治理
Research on venture capital firm s risk premium of due diligence;
风险投资公司尽职调查的风险收益研究
Incentive mechanism for knowledge-transferred venture capital based on reputation;
考虑声誉的风险投资知识转移激励机制研究
The Research on the Combination of \;Risk and Riskless Investment;
有风险投资与无风险投资组合的研究
The Influence on the Efficient Boundary and the Efficient Set of Portfolio Selection by the Risk free Investment
无风险投资对有效边界与有效投资组合的影响
The Linear Programming Model for Portfolio Investment with Zero-risking Investment
含无风险投资的证券组合投资线性规划模型
The Estimation of a Semiparametric Model Based on the Risky and Riskless Assets
一种基于风险和无风险投资的半参统计模型的估计
The Estimation of a Nonlinear Model Based on Risky and Riskless Assets
一种基于风险和无风险投资的非线性统计模型的估计
The Review of "Venture Capital without Risks" Rebuilding the Corporation Governing Construction of Venture Capital in China;
“风险投资无风险”的反思——论我国风险投资组织模式再造
In fact, investments are low risk, unsecured deposits.
其实,投资就是低风险,无保险存款。
The Efficient Boundary of Portfolio Allowing Risk-free Asset Investment;
含无风险资产时组合投资的有效边界
Allocation of invested funds between risk-free assets and the risky portfolio.
是指投资基金在无风险资产与有风险资产组合之间的配置决策。
Two Kinds of Risk Investment of Human Capital,Investment Risks and the Risk Dispersion;
两种人力资本风险投资、投资风险及其风险分散
Research on the Investment Risks and Investment Value of Venture Enterprises;
风险企业的投资风险与投资价值研究
The Study of the Comprehensive Valuation of Investment Risks of Venture Investment Projects;
风险投资项目投资风险综合评价研究
Risk control of generation company enterprise based on without-recourse financing method;
基于无追索融资方法的发电企业投资风险控制
Utility Maximization of the Investment Portfolio with Risk-Free Assets;
无风险资产的投资组合效用最大化的模型研究
The efficient frontier and optimal strategies of the mutual funds;
共同基金和无风险资产投资的最优策略
Utility Maximizing of the Portfolio Include a Risk-Free Asset;
含无风险资产时投资组合的效用最大化
Portfolio s Sensitivity Analysis with Riskless Asset;
存在无风险资产的投资组合灵敏度分析(英文)
Portfolio s Sensitivity Analysis without Riskless Asset;
不存在无风险资产的投资组合灵敏度分析(英文)
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