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This paper investigates dynamic portfolio selection based on serially correlated returns for an investor who optimizes the mean and variance of the terminal wealth. 摘要以动态均值-方差模型研究基于收益序列相关的投资组合选择。
Optimal Dynamic Portfolio Selection under Safety-First Criterion 安全第一准则下的动态资产组合选择
Dynamic Portfolio Selection 动态投资组合
Harry Markowitz presented the portfolio selection theory in1952. 1952年，马科维茨提出了资产组合选择理论。
The dynamic portfolio theory explains the intertemporal assets structures. 动态的资产组合理论进一步从收入、消费、投资和财富积累这一更为现实的动态经济循环过程分析了跨期流动的资产组合。
In chap-ter2,3.We study portfolio selection strategy to base on the safety first criteria. 第二，三章研究跳跃-扩散模型中基于“安全第一准则”的最优投资组合策略，第四章研究跳跃-扩散模型证券投资组合选择的随机微分对策。
The efficient boundary of the portfolio selection is the key to determine the optimal investment structure. 证券组合投资有效边界是确定最优投资结构的关键。
An algorithm based on inverse matrix for mean variance portfolio selection model is proposed. 介绍均值方差资产组合选择模型的一种以逆矩阵为基础的算法。
The past 50 years have witnessed a remarkable development in portfolio selection both in theory and real practice. 经过50多年的发展;投资组合选择的理论研究和实践已经取得了相当丰富的成果.
In this paper,authors raise fuzzy optimization models of portfolio selection which give consideration to both return and desiration. 本文提出了一种考虑收益和风险偏好的组合证券模糊最优化模型。
In allusion to the shortcomings of the current dynamic portfolio investment decision methods, this paper presents a non linear recursive programming approach for dynamic portfolio investment decision through the introduction of recursive programming. 针对现有动态组合证券投资决策方法的不足 ;引入递推规划的思想和方法建立了动态组合证券投资决策的非线性递推规划模型 .
A new portfolio selection model is proposed on the basis of a new portfolio selection theory, namely the maximin theory. 摘要在一种新的投资组合选择原理-极大极小原理的基础上，提出了一种新的投资组合选择模型；
So a portfolio selection model based on fractal distribution with market friction is established by using the improved LPM method. 基于分形分布用改进的下方风险法(LPM)度量投资组合的风险，构造了考虑市场摩擦的投资组合模型。
The empirical results hold out the hypothesis of multiresolution systematic risk and multiresolution CAPM, which provide experienced evidence for dynamic portfolio to disperse risk. 实证结果支持了多分辨系统风险假说和多分辨高阶矩CAPM的成立，为构建动态投资组合分散金融风险的动态影响提供了证据。
We state Markowitz's risk diversification and it's significance.Then, we explain how Markowitz used his theory to present portfolio selection theory. 首先论述了马科维茨的风险分散化理论及其方法论意义，接着说明了马科维茨运用风险分散化思想而提出的资产组合选择理论及其启示。
Hou Chengqi.A Study on Portfolio Selection Model on Condition of Non-normal Distributions[D].Dr.Degree's Thesis of Wuhan University,2005. [2]侯成琪.;非正态分布条件下的投资组合模型研究[D]
It’s regretted that the multi-extremum theory of portfolio selection with different fat tails is still a problem that needs to be resolved. 遗憾的是，具有不同厚尾的股票组合的多元极值分布理论，到目前为止仍然是有待解决的问题。
The conclusions of empirical research show that our OWA portfolio selection model has much research value in both theory and practice. 实证的结果表明我们提出的序权平均集结组合投资模型既有理论意义又有实际价值。
Markowitz published a landmark paper, Portfolio Selection, which is generally viewed as the origin of the modern portfolio theory. 文章除引言和结论外，分为四章。
This paper introduces the primary principle of four dynamical portfolio insurance strategies based on option theories: SCO?CM?CPPI and TIPP. 本文介绍了四种基于期权理论的动态投资组合保险策略:期权复制保险策略(SCO)、固定组合策略(CM)、固定比例投资组合保险策略(CPPI)和时间不变投资组合保险策略(TIPP)。