搜索资源列表
TP0
- 基于T+0情况下的模拟炒股系统，应用马科维茨投资组合理论分配投资比例-Based on T+0 stocks in case of simulation systems, applications, distribution of Markowitz portfolio theory investment ratio
multiperiod-portfolio
- 马科维茨包含多种风险约束的多阶段投资组合遗传算法代码,-Markowitz portfolio of multi-stage genetic algorithm code
riskaversion
- 马科维茨均值方差理论中的风险厌恶系数应用-risk aversion
应用马科维茨模型分配投资比例的matlab程序
- 应用马科维茨投资组合理论分配投资比例的matlab程序((Harry M. Markowit) Cal.m cal.maketstate.m cal.stockstate.m main.m mutual_info.m Q_cal.m Q_day.m test.m)
8_StaticPortfManagement
- 利用马科维茨的均值方差两步法分析最优投资组合(mean-variance method to get optimal portfolio)
Portfolio optimization
- 这个问题早在1952年马科维茨（Markowitz）就给出了答案，即：投资组合理论。根据这个理论，我们可以对多资产的组合配置进行优化。(This issue was answered by Markowitz in 1952 (Markowitz): portfolio theory. According to this theory, we can optimize the portfolio allocation of multiple assets.)
马科维茨曲线
- 可以使用变成画出双支马科维茨曲线（模拟描点方法）(Can be used to draw a two branch Markowitz curve (simulated point tracing method))