Lifting the Simplification Prerequisites for Large Scale Portfolio Optimization and Implications to Portfolio Management in China

机译：提升大规模投资组合优化和对中国投资组合管理的影响的简化先决条件

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In this paper,we study for large scale portfolio optimization the simplification prerequisites which date back to 1950s when Markowitz began the portfolio selection revolution but computers with hardly any memory for the computational burden of large scale portfolio optimization were falling far behind the job.Nowadays,with the computational advancements and powerful and affordable computers,we propose to lift the prerequisites.Moreover,not only can we check the simplification effectiveness for the first time,but also utilize in full throttle the achievements for large scale portfolio optimization for the portfolio management in China,with the hope and cherish to better the capital markets.

机译：在本文中，我们研究了大规模的产品组合优化简化先决条件返回到20世纪50年代的简化先决条件当Markowitz开始了投资组合选择革命，但计算机几乎没有任何内存的大规模产品组合优化的计算负担落后于作业.NowAdays，通过计算进步和强大且实惠的计算机，我们建议举起先决条件。我们不仅可以检查了第一次的简化效果，还可以充分节流为投资组合管理的大规模产品组合优化的成就中国，充满希望，珍惜资本市场。

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来源
《International conference on information, electronic and computer science》|2009年||共4页
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作者
Yue Qi; Xiaofeng Peng; Yuanyuan Wang;
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正文语种
中图分类计算技术、计算机技术;
关键词
Portfolio optimization; large scale; efficient hyperbolic segments; corner portfolios; mean-absolute deviation models;

机译：投资组合优化;大规模;高效的双曲段;角落组合;平均绝对偏差模型;

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Lifting the Simplification Prerequisites for Large Scale Portfolio Optimization and Implications to Portfolio Management in China

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