This paper studies the effects of parametric uncertainty of the first two moments about risky asset return on the choice of dynamic portfolio under incomplete information.
在不完全信息下,研究了风险资产收益前两阶矩的参数不确定性对动态资产组合选择的影响。
This paper explores the effects of such uncertainty and event risk on dynamic portfolio,in particular,the implication of jumps in prices and volatility on investment strategies for major events often trigger abrupt changes in stock prices and volatility when a robust investor worries uncertainty in stock market.
通过引入风险规避的稳健投资者以及模型设定可能存在误差,投资者在最小化模型设定误差的前提下,制定风险资产收益跳跃情况下的动态资产组合战略,最大化投资者的效用。
This paper studies the effects of parametric uncertainty of the first two moments about risky asset return on the choice of dynamic portfolio under incomplete information.
本文研究了不完全信息下风险资产收益前两阶矩的参数不确定性对动态资产组合选择的影响。
The article carries out scientific analysis on various risks probably existed in the process of real estate investment,illustrates countermeasures for the risks in real estate development project from risk obviation,balanced trade,asset combination and passing of risk,in order to reduce risk loss of real estate investor and to improve reliability of investment.
对房地产投资过程中可能存在的各种风险进行了科学的分析,并从风险回避、平衡交易、资产组合和风险转移等方面阐述了房地产开发项目中风险的应对措施,以减少房地产投资商的风险损失,提高投资的可靠度。
Designing combine distributing function with GARCH-GPD model and Copula can effectively check up the performance of asset combination.
利用GARCH-GPD模型与Copula构建了联合分布函数,考察了边缘分布和Copula对资产组合选择绩效的影响,对欧元与英镑的资产组合进行了实证研究,结果表明边缘分布和Copula选择对资产组合的绩效有重要影响。
This article proposes a curve,which is called investing preferred curve,to compensate the shortage of the traditional theory,and further analyzes and studies the movement and property of the asset combination curve and the variation law of individual portfolio and the inner mechanism on the basis of the preferred curve discussed in the first section.
传统组合理论总是利用无差异曲线来确定最优资产组合 ,但在实际应用中可操作性很差 ,为此 ,本文提出一种“投资偏好曲线”来弥补这个缺陷 ,并在此基础上 ,进一步分析研究了当市场环境发生一致性预期变化时 ,资产组合曲线的漂移轨迹和性质以及个人最优资产组合的变化规律及内在机理 。
The Dialectical Relation between Circulation and Reorganization of Capital and Science and Technology Development and its Influence on Economic Development;
论资产流动重组与科学技术发展的辩证关系及其对经济发展的影响
The Research of Financial Distress Restructuring Under Asset Liquidity Loss;
资产流动性损失下财务危机重组研究
In order to revitalize the state owned assets, it is necessary to reorganize the state owned assets and establish a flowing mechanism of capital.
盘活国有资产，要建立国有资产重组与流动的资本机制。
State - run assets losses in assets recombination should be handled correctly;
正确对待资产重组中的国有资产流失
On analysing risk of state owned asset loss in process of resetting asset;
资产重组中国有资产流失的风险分析
Transfer of Organizational Capital:New Interpretation for the Motivation of Assets Restructuring;
组织资本的转移:资产重组动因新解
On the loss of Assets and Reduce Value and Increase Value of Capital in the Reorganization of State-owned Assets;
国有资产重组中的资产流失、资本减值与增值
On Hiving Off Employees with Assets in the Reorganization of S.O.E.;
国有企业资产重组中职工带资分流的法律研究
The Recombination and Changed Looked from the State - Owned Assets;
从动态角度看国有资产重组及其变化
sets to total assets
流动资产与总资产比率
Business Process Re-engineering and the Innovation of Fixed Assets Management System in Universities;
业务流程重组与高校固定资产管理系统创新
Research on the Influence of the Asset Restructure Motive on Performance of Listed Company in Chongqing;
重庆上市公司资产重组动因对重组绩效的影响研究
The Research on Liquidity Risk of the Stock Portfolio of the Open-End Fund
开放式基金股票资产组合流动性风险控制研究
Measurement of the Liquidity Risk of Portfolios Based on VaR Model;
基于VaR模型的资产组合流动性风险度量研究
In restructuring and reorganizing enterprises, we must prevent the loss of state assets and evasion of bank debts.
在企业重组改组中，必须防止国有资产流失和逃废银行债务。
An Empirical Analysis on the Performances of Passive Asset-restructuring for Chinese Listed Companies;
中国上市公司被动式资产重组绩效的实证分析
Discussing the labor force management influenced by enterprise assets recombining;
浅谈企业资产重组对劳动力管理的影响
Analyzing regrouped enterprise assets that influence the management of labor force;
浅析企业资产重组对劳动力管理的影响