In this paper, the effects of benchmark portfolio on portfolio selection and asset pricing are analyzed.
本文研究了参考证券组合对组合证券选择和均衡资产定价的影响。
Popular methods and models of project portfolio selection are introduced and the main problems are analyzed in this research.
介绍了项目组合选择的主要方法和模型，对模型存在的主要问题进行了分析。
Formerly research on portfolio selection mostly made assumption with the riskless asset, but the riskless asset does not exist in fact.
以往关于资产组合选择的研究大多假设市场上存在无风险资产，但无风险资产实际上是不存在的。
The profit rate, investment risk and transaction cost are synthetically considered in this new model, which is very useful in the portfolio selection.
在本模型中综合考虑了证券组合的收益，风险，交易费用等因素，对投资者选择有效证券组合有一定的实用价值。
CAPM and APT are two very important securities-pricing models, which simplify the very complex process of portfolio selection as the base of modern finance.
资本资产定价模型和套利定价模型是两个非常重要的有价证券市场定价模型。
With the consideration of synergetic benefits between different green technologies, a decision making model is proposed for green technology portfolio selection.
在技术方案选型方面，考虑不同绿色制造技术之间的协同效益，提出一种基于协同效益的绿色制造技术方案选择决策模型；
In portfolio selection model based on dependent-chance programming, we maximize the probability of the event that the total return rate is not smaller than a predetermined value.
二是基于相关机会规划模型：投资者首先确定一个收益目标，然后寻找证券组合以最大概率实现目标。
This paper constructed a new index: risk-return tradeoff ratio (RRTR), for portfolio selection, based on a premise that the reason of investors bearing the risks is to gain the super returns.
本文根据投资者冒风险是为了获得超过无风险收益的超额收益这一基本假定，构造了风险收益抵换率这一指标作为投资者进行资产选择的基础。
Markowitz, Portfolio Selection. The Journal of Finance, March, 1952.
马克维茨，1952，资产组合选择，《财务学》。
Markowitz, Portfolio Selection. The Journal of Finance, March, 1952.
马克维茨，1952，资产组合选择，《财务学》。
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