efficient frontier

The random time horizon mean variance models corresponding to three market situations: discrete time, continuous time and jump diffusion process are formulated respectively and the relevant efficient frontier is defined.

建立了离散时间、连续时间与跳跃扩散过程三种市场状态下随机时域的均值-方差模型，定义了相应的有效前沿。

It is a common failing of laissez faire and theory of government intervention that they confirm efficient frontier from a perfect market and a perfect government.

从一个理想的市场与理想的政府出发来确定市场与政府的有效边界，是自由放任学说和政府干预学说共通的弱点。

What I did in this diagram is I computed the efficient portfolio frontier& now it's the blue line with three assets.

在这张图表中，我计算了有效边界-，蓝色线表示三种资产的组合。

Under the constraints of VaR, the efficient frontier shifted right.

在风险价值VaR的约束下, 有效性边界发生了右移.

Trade volume's impact on efficient frontier of portfolio selection

证券市场中股票成交量对投资组合优化的影响

The Efficient Frontier and Optimal Strategies of the Mutual Funds

共同资金投资组合的有效边界与最优策略

The second part introduces some issues relating closely to risk, the tangency point between indifference utility curve and efficient frontier is the optimal portfolio;

第二部分是与风险相关的几个问题，等效用曲线与有效边界的切点是投资者选择的最佳投资组合；