| 1. | On multi - factor portfolio model with holding of risk - free assets allowed
允许持有无风险资产多因素投资组合模型研究 |
| 2. | Allocation of invested funds between risk - free assets and the risky portfolio
是指投资基金在无风险资产与有风险资产组合之间的配置决策。 |
| 3. | A utility maximization model of the investment portfolio including risk - free asset is put forward , with short sales allowed
摘要提出了在允许卖空情况下含有无风险资产且借贷利率不同的效用最大化的投资组合模型。 |
| 4. | The cml is considered to be superior to the efficient frontier since it takes into account the inclusion of a risk - free asset in the portfolio
Cml被认为对有效边界来说是更高级的，因为它考虑到了投资组合的无风险资产的内容。 |
| 5. | The result indicates that risk preference coefficient with short sales allowed reflects the investor ' s expected rate of return and the variance within the entire interval
计算结果表明，风险偏好系数在整个取值范围内都能够较好地反映投资者对收益和风险的选择态度，而且，含无风险资产的借贷拓展了投资机会空间。 |
| 6. | The chapter four analyzes the mmf ' s nature character and points out that the mmf is the interest - bearing asset , non - risk asset and the mmmf is one special intermedia institution
第四章从理论角度分析了货币市场基金的本质特征，指出货币市场基金份额本质上是一种生息资产、无风险资产，而货币市场共同基金本质上是一种特殊的中介机构。 |
| 7. | That model use the index sign of rsi ( 40 ) of the market index as the generous character of the system risk , use the single index model of with the non risk property to calculate combination the inside the investment comparison of each property
该模型以市场指数的rsi ( 40 )指标作为系统风险的度量，用引入无风险资产的单指数模型计算组合中各资产的投资比例。 |
| 8. | Risk premium : the additional return an investor expects from holding a risky asset rather than a riskless one ? in essence the difference between the total expected return on an investment and the appropriate estimated risk - free return
风险溢价：指投资者持有风险资产时与无风险资产相比所期望多获的收益?实质上即投资的预期总收益与相应的预计无风险收益之差。 |
