In this paper, we study a minimax problem for portfolio selection with transaction costs in the case of no short sales of assets and no borrowing or lending.
研究了带交易费及不允许卖空和借贷情况下最优投资组合的极大极小问题。
This model considers the transaction expenditure and whether to allow short sale or not.
本文在介绍β系数涵义的基础上,以β系数的证券投资风险分析为起点,以考虑交易费用和是否允许卖空为条件,建立起相应的线性规划模型,并借助线性规划的大M法,分析了模型解的性质,最后给出了具体的数值分析。
In this paper, based on portfolio selection and Asset pricing Three-parameter Framework (Simaan(1993)), The author puts forward a new portfolio selection model with transaction cost and without short sale, In the end the author gives the algorithm of the new optimization problem.
本文在 (Simaan(1993) )组合选择的三参数模型的框架下 ,考虑了交易费用 ,限制卖空 ,提出了新的风险证券投资组合模型 ,并给出了风险投资最优比例的算法 。
short account
空头帐户,卖空帐户
covered short selling
有担保卖空,有妥善交收安排的卖空
We won't sell short and make our fortune.
我们不搞卖空来发财。
the purchase of securities or commodities by a short seller to close out a short sale.
卖空者抛售卖空的货来购买证券或商品。
Analysis of Portfolio Optimization under Short-selling and No Short-selling;
允许卖空和不允许卖空的证券组合优化分析
An option to buy or sell a stock, including put, call, spread, and straddle.
优先购买权买卖股票的选择权，包括投资、交货、买卖差额和买空卖空
To contract to sell more of(a stock or commodity) than can be delivered.
卖空签约售卖超过所提供之量（股票或商品）
Study on the Short Sales and the Foundation of Mechanism of Short Sales in Chinese Stock Market;
卖空与卖空机制以及在中国股票市场的构建研究
Effect of the Restriction of Short Selling on the Stock Market;
卖空约束对股票市场的影响——兼论中国能否引入卖空机制
If you go short and the futures price goes up, you lose money.
如果你卖空而期货价格上升，你就赔钱。
: a bear market, ie a situation in which share prices are falling rapidly
卖空的市场（股票价格急剧跌落的行情）.
he made his fortune by selling short just before the crash.
他靠在崩盘前卖空而发了财。
exchange-based short selling activity
经交易所进行的卖空活动
There is also a group of speculators known as "short sellers."
还有一种投机分子，人称“卖空者”。
Short Selling and Optimal Portfolio Selection ──Multigroup Models
卖空与最优证券组合的选择──多组模型
The Pricing of Warrant and Convertible Bond under Short-Selling Prohibition;
卖空约束下的权证和可转换债券定价
The Optimization of the Portfolio Selection with the Restricted Short Sales;
限制性卖空的均值-方差投资组合优化
Heterogeneous beliefs,short-selling constraints and the asset prices;
异质信念、卖空限制与风险资产价格