As the social security fund emphasis on safety, therefore, this article proceeds at the mean-variance model which objective is the minimum risk for a certain level of earnings rate, in order to optimize the investment model. 由于社会保障基金偏重于安全性,因此本文在以一定收益率水平下的最小风险为目标的均值-方差模型基础上,对于投资模型进行优化。
This strategy describes investor ' preference to risk and return, and matches the maximal return and minimum risk under a given confidence level. 该策略可以使所选择组合的收益率与风险相匹配,在一定的置信水平下保证收益率最大而风险最小,并刻画了投资者对风险的喜好倾向。
With the use of Monte Carlo simulation technology, the minimum conditional value at risk ( CVaR ) of the different confidence level and the composition of assets related are also analyzed. 在不同的电力交易市场中分配容量与证券市场中的资产组合类似,可通过建立均值&条件风险价值模型进行优化。
The purpose of GEM information disclosure supervision is to make non-market risks reach a minimum, so that the risk could be controlled in a normal level. 创业板上市公司信息披露监管的目的是为了把创业板市场的非市场性风险降到最低,把风险控制在正常的投资风险之中。
Keeping the number ( and formality ) of work products to a minimum will also help you minimize costs & without increasing project risk to an unacceptable level. 将使用的工作产品数目(和正式形式)降为最低也能够减少成本&不增加项目对不可接受度的风险。