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   投资风险测度 的翻译结果: 查询用时:0.008秒
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投资风险测度
相关语句
  investment risk measurement
     Firstly, this thesis introduces the elementary concept and characteristics of unit-linked policy, then defines and analyses the policy's investment risk, showing that it is greatly necessary for the China insurance to manage the investment risk. Furthermore, the thesis put forward a whole process of investment risk management, consisting of investment risk discrimination, investment risk measurement, the treatment of investment risk and the evaluation of investment risk management.
     本文首先从投资连结保险产品的基本概念和主要特点出发,对此产品的投资风险进行了界定和分析,并根据我国投资连结保险的投资风险管理的必要性给出了包括投资风险辨识、投资风险测度、投资风险处理和投资风险管理评估四个部分的投资风险管理的流程。
短句来源
     Secondly, the paper summarizes and evaluates some theories and method of investment risk measurement, such as utility theory, variance theory and Markowitz's mean-variance model, Sharpe's Capital asset pricing model and /? coefficient, downside risk and Harlow model and VaR theory and method.
     然后,本文总结和评价了一些投资风险测度理论,包括效用理论和风险金测度模型、方差理论和Markowitz的均值—方差模型、Sharpe的资本资产定价模型和β系数、下侧风险中的下偏矩理论和Harlow模型以及VaR理论。
短句来源
     The author of this article designs a WIR risk measurement model based on an in-depth study of investment risk measurement methods and the actual situation of China's securities market and insurance funds investment. The author tests this model with statistics of Shanghai Securities 50 Index and arrives at the conclusion that in comparison to the variance risk measurement method currently used,the proposed risk measurement model designed under a new analytical framework is both easy to use and practical.
     本文通过对投资风险测度方法的深入研究,结合我国证券市场和保险投资发展的现实,设计出 WIR 风险测度模型,作者利用上证50指数股的相关数据对模型进行了检验,结论表明,与现存的方差风险测度方法相比,本文在一个新的分析框架下设计的风险测度模型简单且实用。
短句来源
  “投资风险测度”译为未确定词的双语例句
     The Measuring Method of The Risk Investment Based On Nonnormal Distribution
     基于非正态分布的投资风险测度方法
短句来源
     Thirdly, this thesis makes a study of investment risk management based of VaR theory, consisting of investment measurment and control.
     基于VaR方法,本文研究了关于投资风险测度和投资风险控制两大方面的投资风险管理技术。
短句来源
     It introduces and analyses three kind of computational methods of VaR, then gives a demonstration about how to measure risk based of VaR by using the history data from the Shanghai Security Exchange.
     在投资风险测度方面,分析和比较了计算VaR的三种方法,然后采用Monte Carlo模拟方法对包含上海证券交易所几种证券的组合进行了投资风险测度的实证分析。
短句来源
     In this article, we believe that, in the securities market which does not permit to sell short, the upward undulation of securities returns ratio is the result of the most investors' behavior predilection. The Markowitz model regarding the variance of securities returns ratio as the measure of investment risk does not suit this type of market.
     本文认为,在不允许卖空的证券市场中,证券收益率的向上波动是大多数投资者的行为偏好所致,以证券收益率的方差作为投资风险测度的马克维茨(Markowitz)模型并不适合这一市场类型。
短句来源
     Defects exist with Markowitz model regarding the variance of the earning ratio of the securities as the measurement of investment risk: In the securities market where it’s not allowed to sell short, the fluctuation upwards of securities earning ratio is a surprised pleasure instead of an agony for investors.
     以证券收益率的方差作为投资风险测度的Markowitz模型存在不足:在不允许卖空的证券市场中,证券收益率的向上波动对投资者而言是惊喜而不是痛苦.
短句来源
  相似匹配句对
     Recognistion & Measure of Investment Project Risks
     投资项目风险的识别与测度
短句来源
     Briefly discussing the risk-taking investment
     浅析风险投资
短句来源
     Methods for Analysing Investment Risks
     投资风险分析方法
短句来源
     Analysis and measurement of venture of investment into high technology projects
     高新技术项目投资风险的分析与测度
短句来源
     Portfolio Selection Decision Based on Risk Measurement of VaR
     基于VaR风险测度投资组合决策
短句来源
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Markowitz introduces the variance of marketable security's revenue rate as the investment risk measure, and constructs portfolio investment model to perform the selection procedure of an optimal portfolio. This paper analyses the shortcomings of Markowitz model, provides the risk goal function for the optimal portfolio selection, and constructs portfolio investment decision model. The paper also presents the solution of optimization model and...

Markowitz introduces the variance of marketable security's revenue rate as the investment risk measure, and constructs portfolio investment model to perform the selection procedure of an optimal portfolio. This paper analyses the shortcomings of Markowitz model, provides the risk goal function for the optimal portfolio selection, and constructs portfolio investment decision model. The paper also presents the solution of optimization model and the determination method of the portfolio efficient frontier. In the end, the paper elaborates the effectiveness of the risk goal function and the optimization model in the application research with a practical example.

Markowitz以证券收益率的方差作为投资风险的测度建立了组合证券投资决策模型 ,并进行最优证券组合的选择 .本文分析了 Markowitz模型的不足之处 ,以半方差 ( E- Sh)风险测度为基础 ,提出了最优证券组合选择的风险目标函数 ,建立了组合证券投资决策的最优化模型 ,同时给出了最优化模型的求解方法以及证券组合有效边界的确定方法 .最后 ,文章结合实际案例 ,分析了风险目标函数及最优化模型在实际应用中的有效性

Markowitz introduces the variance of marketable security's revenue rate as the investment risk measure; and constructs portfolio investment model to perform the selection procedure of an optimal portfolio. The limitations of measuring risk with variance are analyzed on the base of Markowitz investment portfolio model. In this paper, the measurement method of risk is put forward with entropy. A new optimization model of portfolio is proposed with an application to a practical example.

马科维茨(Markowitz)以证券收益率的方差作为投资风险的测度建立了组合证券投资模型,本文基于熵的概念,在研究马科维茨(Markowitz)证券投资组合模型的基础上,分析了该模型用方差度量风险的不足,进而提出一种新的证券投资组合优化模型,并以实例作了说明。

In this article, we believe that, in the securities market which does not permit to sell short, the upward undulation of securities returns ratio is the result of the most investors' behavior predilection. The Markowitz model regarding the variance of securities returns ratio as the measure of investment risk does not suit this type of market. We point out that we can distinguish in the investment process upside risk trom downside risk based on the method of half standard difference in statistics. If considering...

In this article, we believe that, in the securities market which does not permit to sell short, the upward undulation of securities returns ratio is the result of the most investors' behavior predilection. The Markowitz model regarding the variance of securities returns ratio as the measure of investment risk does not suit this type of market. We point out that we can distinguish in the investment process upside risk trom downside risk based on the method of half standard difference in statistics. If considering the mean value of securities returns ratio at the same time, and by using the method of behavior mean half standard deviation comprehensive returns ratio, we can get one kind of new method of analyzing close-ended fund investment value. The analysis in this article may be regarded as one kind of new understanding of the judgment of close-ended fund investment value.

本文认为,在不允许卖空的证券市场中,证券收益率的向上波动是大多数投资者的行为偏好所致,以证券收益率的方差作为投资风险测度的马克维茨(Markowitz)模型并不适合这一市场类型。文章指出,依据统计学半标准差的方法可以区分投资过程的上方风险和下方风险;同时,如果考虑证券收益率的均值,则可以运用行为均值半标准差综合收益率方法,探索出一种新的封闭式基金投资价值的分析方法。本文的分析可视为对封闭式基金投资价值之评判的一种新的理解。

 
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