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Category Archives: study

这并不是我的本意

2016.08.10 , , 2 Comments , 1,127 views

这所有的都不是我的本意
我只是带着一颗飘荡的心
这里或那里一个人的旅行
也不曾想过可能会遇见你

如此突然地要闯进我心底
原谅我只能选择继续前进
不完整的梦终究会被惊醒
而我的心早已被远方占据

我盼望的是太阳升起那刻
我不能在一个地方呆太久
你我也会慢慢的没有记得

我喜欢的是梦里出现那个
我一直有某个角落不想走
你我想会想起在某时某刻

这并不是我的本意
来这世界并遇见你
我到过一些地方,这里或那里

Circular Motion - Centrifuges Moving - Reference Frames - Perceived Gravity

2013.05.10 , , 3 Comments , 5,056 views

匀速圆周运动

T(s)

F (s-1)   Hz    F=1/T

w=2pi/T

\omega = \frac{{2\pi }}{T}

v = \frac{{2\pi r}}{T} = \omega r

\left| {{a_c}} \right| = \frac{{{v^2}}}{r} = {\omega ^2}r

主要就是上面3个公式了,对这些公式的一些例子。不得不说这些例子举得很好。

Portfolio Diversification and Supporting Financial Institutions (CAPM Model)

2013.05.10 , , Portfolio Diversification and Supporting Financial Institutions (CAPM Model)已关闭评论 , 3,932 views
Overview:

Portfolio diversification is the most fundamental concept of risk management. The allocation of financial resources in stocks, bonds, riskless, assets, oil and other assets determine the expected return and risk of a portfolio. Taking account of covariances and expected returns, investors can create a diversified portfolio that maximizes expected return for a given level of risk. An important mission of financial institutions is to provide portfolio-diversification services.

Reading assignment:

Fabozzi et al. Foundations of Financial Markets and Institutions, chapters 8 and 13

Jeremy Siegel, Stocks for the Long Run, chapters 1 and 2

投资组合多样化

第一条也是最基本的一条原则是,你要关注的是整个投资组合。

组合收益率的均值和组合收益率的方差

方差一样的情况下,收益率越高越好,收益率一样的情况下,方差越小越好。

投资更多的不同的东西,那样风险会更小

Optimal Portfolio Diversification

in General Case

Drop assumption of equal weighting, independence and equal variance

Put xi dollars in i th asset, I=1,..,n, where the xi sum to $1.

Portfolio expected value

r = \sum\limits_{i = 1}^n {{x_i}E(retur{n_i}) = \sum\limits_{i = 1}^n {{x_i}{r_i}} }

Portfolio variance (two assets) =

x_1^2{\mathop{\rm var}} (retur{n_1}) + {(1 - {x_1})^2}{\mathop{\rm var}} (retur{n_2}) + 2{x_1}(1 - {x_1})cov(retur{n_1},retur{n_2})

切线投资组合

10058718

 

Beta

 

The CAPM implies that the expected return on the ith asset is determined from its beta.

Beta (i) is the regression slope coefficient when the return on the ith asset is regressed on the return on the market.

Fundamental equation of the CAPM:

{r_i} = {r_f} + {\beta _i}({r_m} - {r_f})