| 1. | Efficient portfolio and no - arbitrage analysis in general m - v model
模型中的有效证券组合及无套利分析 |
| 2. | Results of the research show that , these two portfolio are not the efficient portfolio . compare with the minimal risk of the efficient portfolio , the risk of these two portfolio could be reduced by a big margin
研究的结果显示，本文所研究的二个投资组合均不是有效组合，与有效组合的最小风险相比，该二个组合的收益率变动方差存在着很大的下降空间。 |
| 3. | A line used in the capital asset pricing model to illustrate the rates of return for efficient portfolios depending on the risk - free rate of return and the level of risk ( standard deviation ) for a particular portfolio
一个线条用于资本资产定价模式中说明有效的投资组合的回报率，取决于无风险回报率和对一特定的投资组合的风险水平（标准偏差、标准离差） 。 |
| 4. | The second chapter explains portfolio theory , focusing on its basic concepts & methods . according as the rules of er _ a , select the best portfolio of investment and confirm efficient portfolio
第二章阐述了组合投资的理论和方法，包括组合理论中常用的一些基本概念，其中一些概念来源于统计学，并且介绍了按照er _准则，如何选择最佳投资组合，确定有效边界。 |
| 5. | For efficient portfolio management , the capital preservation fund may invest in other investments to the extent permitted by the mpf schemes regulation . however , it may not engage in security lending nor enter into repurchase agreements
为确保有效率地执行组合管理，保本基金可在强积金计划规例准许的范围内投资于其他投资，但不会从事证券借贷订立回购协议。 |
| 6. | Tax - efficient portfolio optimization 10 40 ucits constraints supported . specialized hedge fund risk models and analysis - for hedge funds statistical risk models hedging tools for equities , corporate bonds , convertibles , cdss , futures , etfs , options , etc
统计的风险模型与对冲工具，适用于股票企业债券可转换债券信用违约互换cdss期货交易所交易基金etfs及期权。 |
| 7. | For efficient portfolio management , the portfolio of any underlying investments of this fund may acquire financial futures contracts and financial option contracts for hedging purpose , may engage in security lending , enter into repurchase agreements and may invest in other investments to the extent permitted by the mpf schemes regulation
为确保有效率地执行组合管理，此基金旗下任何附属投资项目可在强积金计划规例准许的范围内购入财务期货合约及财务期权合约以作对冲从事证券借贷订立回购协议以及投资于其他投资。 |
| 8. | For efficient portfolio management , the underlying investments under this fund may acquire financial futures contracts and financial option contracts for hedging purpose , engage in security lending , enter into repurchase agreements and may invest in other investments to the extent permitted by the mpf schemes regulation
为确保有效率地执行组合管理，于此基金旗下任何附属投资项目可在强积金计划规例准许的范围内购入财务期货合约及财务期权合约以作对冲从事证券借贷订立回购协议以及投资于其他投资。 |
| 9. | For efficient portfolio management , the portfolio of any underlying apif under this fund may acquire financial futures contracts and financial option contracts for hedging purpose , may engage in security lending , enter into repurchase agreements and may invest in other investments to the extent permitted by the regulation
为确保有效率地执行组合管理，此基金旗下任何附属核准基金可在规例准许的范围内购入财务期货合约及财务期权合约以作对冲从事证券借贷订立回购协议以及投资于其他投资。 |
| 10. | At last the research gets an efficient portfolio which include different weighting shares . the efficient portfolio should be able to guide investor to judge the region shares " character and the profit of share combination , and direct the distribution of investment capital . in the end , the article still forecasts these companies " prospects and the macro - policy ' s trend or change
采用markowitz模型测算股票组合的收益、方差，试图能通过各股权重的变化寻求有效证券组合，而该有效组合应能指导投资者对该地区的个股股性的优良与否、对该组合的收益预期性进行判断以及对投资资金的分配给予指导，同时亦讨论了西部上市公司的发展前景以及宏观政策取向。 |
