最优风险组合(optimal risky portfolio) 相关知识点: 试题来源: 解析 最优风险组合是使资本配置线的斜率(报酬与波动比率)最大的风险资产组合这样表示边际风险报酬最大。最优风险资产组合为资产配置线与机会集曲线的切点处的风险资产组合。 最优风险组合是使资本配置线的斜率(报酬与波动比率)最大的风险资产组合,这样...
百度试题 结果1 题目optimal risky portfolio的含义这个表示什么呢?不是有cml了?cml不是最efficient 相关知识点: 试题来源: 解析 最优风险投资 最优跟有效有点区别的.反馈 收藏
optimal complete portfolio：最优投资组合；optimal risky portfolio：最优风险投资有效组合。最优投资组合是指某投资者在可以得到的各种可能的投资组合中，唯一可获得最大效用期望值的投资组合。有效集的上凸性和无差异曲线的下凹性决定了最优组合的唯一性。投资组合构建过程的第三阶段，即实际的最优化，必...
必应词典为您提供optimal-risky-portfolio的释义,网络释义: 最理想的多风险投资组合;最优风险组合;最适投资组合;
求翻译:optimal risky portfolio是什么意思?待解决 悬赏分:1 - 离问题结束还有 optimal risky portfolio问题补充:匿名 2013-05-23 12:21:38 最优风险资产组合 匿名 2013-05-23 12:23:18 优选的危险的股份单 匿名 2013-05-23 12:24:58 优选的危险的股份单 匿名 2013-05-23 12:26:38 正在...
2. choose the right risky portfolio rp : w in r1 , and 1 w in r2 . possible portfolios: ry,w = (1 y) rf + y (w r1 + (1 w) r2 ) (5) the optimal portfolio: max y ∈ R, w ∈ R U (ry,w ) (6) The Separation Principle In addition to the choice variable y, which ...
Optimal Risky Portfoliodoi:10.1007/0-387-26336-5_1460An investor's best combination of risky assets to be mixed with safe assets to form the complete portfolio. [See also Appendix F]Prof. ChengFew LeeSpringer US
百度试题 题目Given an optimal risky portfolio with expected return of 15% and standard deviation of 20% and a risk free rate of 5%, what is the slope of the best feasible CAL?相关知识点: 试题来源: 解析 0.5 反馈 收藏
investors hold the same risky portfolio Consider simple cases and then get more complex 1 risk-free security + 1 risky assets 1 risk-free security + N risky assets 39 Two assets: one risky, one risk-free Suppose we can invest in one risky security (say, IBM) and one risk-fr...
We also provide the optimal investment strategies of risky assets with liability whether or not the short-sell constraints of risky assets are binding and compare the results with that in the mean-variance framework.关键词: Efficient Frontier Safety-First Portfolio Choice Optimality Conditions Riskless...