It represent in the model setup with the linear complete transfer and the minimum risk of loans portfolio as the target function and the constraint of earning yield risk value .

具体表现为运用线性完备 变换方法，以贷款 组合风险最小为目标函数，以贷款 组合期望收益率为约束条件建立模型。

It also said it would transfer to the Dutch state the bulk of its30 billion euro portfolio of Alt-A mortgages which are less risky than subprime but riskier than prime-rated products .

该行还表示，会 将旗下300亿欧元Alt-A级抵押贷款 投资 组合的大部分转售给荷兰政府； Alt-A级抵押贷款的风险比次级抵押贷款低，但高于最优级投资产品。

In addition for the purpose of transfer cost decrease and investment risk control the steady of investment portfolio should be guided too .

为了减少 交易成本、降低投资风险需要适度保持投资 组合的稳定性。

However many problems still encountered in the course of the study such as timeliness problem in order for stock portfolio warehouse transfer frequency of stock portfolio problem and how to grasp the stock index futures premium which are worthy of further study .

不过，研究过程中依旧碰到不少问题，比如股票组合下单的即时性问题、股票 组合 的 调仓频率以及如何把握股指期货贴水等都是值得进一步深究。