| 1. | The optimal portfolio model based on cvar
基于条件风险价值的投资组合优化模型 |
| 2. | Risk analysis of china ' s stock market based on garch - cvar model
模型的我国股票市场风险分析 |
| 3. | Application of cvar models in the single - period generation rights trade
风险度量模型在单期发电权交易中的应用 |
| 4. | Combined bidding strategy and model for power suppliers based on cvar risk measurement techniques
风险计量指标的发电商投标组合策略及模型 |
| 5. | On one hand , the cvar optimization model is discussed in detail and an empirical research on it is performed with historical data
本文一方面详细讨论了cvar优化模型，并使用历史数据对模型进行了实证分析，将其结果与经典的均值-方差模型作了比较。 |
| 6. | This paper studies a cvar - based approach for a portfolio optimization , and investigates its practical applications in risk management and investment decision - making
本文研究了基于cvar的投资组合优化方法，考察了其在风险管理和投资决策中的应用问题。 |
| 7. | Because of its eminent properties , cvar is given attentions by more and more researchers in particular , and becomes a latest research content in finance ' s risk management
特别是cvar风险度量由于具有许多优良性质，已引起众多研究者们的注意，成为金融风险管理中研究的前沿课题。 |
| 8. | Because results of the cvar optimization model can be obtained by solving a linear programming ( lp ) problem , the model can deal with optimization problems of a portfolio with hundreds of instruments
由于该模型可以用线性规划求解且输入参数较易获得，从而可以处理包含大量证券的投资组合。 |
| 9. | The empirical results show that one may reduce risk and increase return of a portfolio , - then improve its performance by constructing efficient frontier on the space of expected return / cvar
我们的实证研究表明， cvar优化模型通过构造期望收益/ cvar有效前沿，在减少与控制组合的风险以及最大化组合收益方面具有重要的作用，从而可以提高组合的业绩。 |
| 10. | This thesis shows : ( 1 ) the liquidity risk of stock assert of the open - end fund shows an obvious tailed risk . ( 2 ) it can efficiently control the liquidity risk of the stock assert of the open - end fund by the cvar optimized model . ( 3 ) the proportion of the stock
( 2 )通过cvar调整的资产组合优化模型可以有效地控制开放式基金股票资产组合的流动性风险。 ( 3 )股票资产的权重配置影响着股票资产组合的流动性风险的大小。 |
