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风险测度
相关语句
  risk measurement
    The Method of our Financial Risk Measurement and its Control Mode Research
    我国金融风险测度方法与控制模型研究
短句来源
    Financial Risk Measurement: CVaR
    金融风险测度的CVaR方法
短句来源
    Comparison of Effect of Risk Measurement of A and B Share Based on EVT
    基于EVT的上证A股和B股风险测度效果比较
短句来源
    The Statistical Study on the Finance Risk Measurement
    金融风险测度统计研究
短句来源
    This paper observes financial market with both the Efficient Market Hypothesis(EMH) and the Fractal Market Hypothesis(FMH) at the same time, financial risk measurement is the base of the whole research.
    本文从有效市场假说(EMH)和分形市场假说(FMH)同时切入金融市场,以金融风险测度为基础开展研究。
短句来源
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  risk measure
    Portfolio Model and Its Algebraic Solution Under the E\|SV Risk Measure
    E-SV风险测度组合证券投资模型及代数解法
短句来源
    Study on financial risk measure based on multifractal theory
    基于多标度分形理论的金融风险测度指标研究
短句来源
    A Research on Risk Measure & Portfolios of Htsss
    沪市高科技板块的风险测度与投资组合研究
短句来源
    In this paper, based on the basic analysis of complicated calculation of portfolio model under Markowitz′s variance risk measure, characteristic curve is used to raise the fuzzy optimization model of portfolio selection which β coefficient is a risk measure. It makes the calculation of model become simple greatly, and makes investment policy convenient for the investor.
    在分析Markowitz风险测度下的组合证券投资模型所存在的复杂计算问题的基础上 ,利用特征曲线 ,提出了以 β系数为风险度量的组合投资模糊最优化模型 ,从而大大地简化了计算 ,为投资决策提供了方便。
短句来源
    Based on the analyzing Markowitz model, E-Sh risk measure model and a kind of semi-variance model,a measure model of a new semi-variance risk,negative semi-variance risk,is put forward. The superiority of this model is illustrated with some case.
    在分析Markowitz模型、E-Sh风险测度模型及一种半方差模型的基础上,提出了一种新的半方差风险测度方法—负半方差风险,并结合案例说明了负半方差模型的优越性。
短句来源
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  risk measures
    This paper uses mean return, CAPM risk measures beta(β) and traditional risk measures (standard deviation, skew and kurtosis) to empirically study investment decisions of investment funds between 2000 and 2002. We find that the level of investment funds ownership is not significantly related to beta(β) and a little significantly related to standard deviation, skew and kurtosis of stock return.
    使用股票的平均收益、CAPM风险测度(β值)和传统风险测度(标准差、偏度和峰度)对我国证券投资基金在2000-2002年期间的投资决策进行了实证分析.
短句来源
    These results show that the traditional risk measures have important effect on investment funds' investment decisions; but whether CAPM are applied extensively by fund managers needs to be proved further.
    结果表明,在这3年中,基金的持股比重与股票的β值具有不显著的相关性,而与股票的标准差、偏度和峰度之间的相关性则比较显著,这表明了基于个股属性的传统风险测度对基金经理的投资决策起着重要作用,而CAPM理论是否得到基金经理的广泛运用还有待于进一步论证.
短句来源
    We research the development of models of risk measures based on the approaches.
    以风险测度方法的演变为主线对风险测度模型的发展进行了研究。
    Firstly we analysis the properties of mean-variance model and VaR model, secondly we introduce the coherent risk measures axiom of financial markets and analysis the latest development in this area. The dynamic risk measures are also introduced.
    在分析均值-方差模型和VaR模型的特点及其适用范围的基础上,引入一致性金融风险测度公理,分析了该领域的研究状况,简要介绍了动态一致性风险测度的研究情况。
    Then we also briefly discuss the trends of development of models based on the coherent risk measures axiom.
    最后讨论了基于一致性公理的金融风险测度模型的发展前景。
  “风险测度”译为未确定词的双语例句
    Choice of risk estimation models based on β value
    基于β值的风险测度模型选择
短句来源
    The Measuring of the Interest Rate Risks in Chinese Commercial Banks and the Strategies for Management of Interest Rate Risks
    我国商业银行利率风险测度和利率风险管理策略
短句来源
    Measuring Method of Interest Risk and Hedging Strategy of Bonds
    债券的利率风险测度及套期保值策略
短句来源
    VaR-Based Method on Estimating Convertible Bond's Market Risk
    基于VaR的可转换债券市场风险测度方法
短句来源
    The Empirical Research of Behavioural Asset Pricing on The Chinese Stock Market:Measurement of The Noise Trader Risk
    行为资产定价实证研究:中国股票市场噪声交易者风险测度
短句来源
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  risk measurement
In financial market risk measurement, Value-at-Risk (VaR) techniques have proven to be a very useful and popular tool.
      
Effective risk management requires adequate risk measurement.
      
After discussing the state of the art of operational risk measurement, I briefly review the foundations of input-output analysis and explain how to build an input-output model at the business unit level for a financial institution.
      
The model is then enlarged to allow its use for interest rate risk measurement through a duration vector.
      
In this paper they are applied to risk measurement, leading to a general definition of convex risk measure which corresponds, when its domain is a linear space, to the one recently introduced in risk measurement literature.
      
更多          
  risk measure
Risk aversion is quantitatively expressed in terms of representing functionals (risk measure).
      
For estimation algorithm optimization, we applied a minimax approach with the risk measure in the form of the exceedance probability of the estimate of a prescribed level by an error.
      
The purpose of the article is to formulate, under the l∞ risk measure, a model of portfolio selection with transaction costs and then investigate the optimal strategy within the proposed.
      
Finally, we give four axioms that describe necessary attributes of a good financial risk measure and show which of the measures surveyed satisfy these.
      
In order to perform our study, we exploit the new risk measure known as Value at Risk (VaR) and consider insurance contracts which are Mean-VaR efficient.
      
更多          
  risk measures
Study on the interrelation of efficient portfolios and their frontier under t distribution and various risk measures
      
Under the mean-risk analysis framework, the interrelationship of efficient portfolios (frontier) based on risk measures such as variance, value at risk (VaR), and expected shortfall (ES) is analyzed and compared.
      
When the insurer and reinsurance company take arbitrary risk measures, sufficient conditions for optimality of reinsurance contract are given within the restricted class of admissible contracts.
      
Further, the explicit forms of optimal reinsurance contract under several special risk measures are given, and the method to decide parameters as well.
      
For these systems, effective algorithms for computing probability indexes (risk levels) and loss expectation (risk measures) for undesirable random events (failures, emergencies, etc.) associated with the operation of a system are designed.
      
更多          


Evaluation System of National risk for Transnationala Investment Project (TIP)plays a significant and practical role both in guiding enterpreses to select a beneficial TIP and in assisting governmental departments to check its feasibility. This paper focused on the study of measurement and quantification of National risk , by using a three-level and thirty-four-factor Country Risk Evaluation System. Applying the score of every factor sdevaluated by experts to the model , we obtain the results which are...

Evaluation System of National risk for Transnationala Investment Project (TIP)plays a significant and practical role both in guiding enterpreses to select a beneficial TIP and in assisting governmental departments to check its feasibility. This paper focused on the study of measurement and quantification of National risk , by using a three-level and thirty-four-factor Country Risk Evaluation System. Applying the score of every factor sdevaluated by experts to the model , we obtain the results which are primarily consistent with those obtained by several esteemed international institute.

境外投资项目的国家风险评价系统,对指导企业关于境外投资项目的可行性研究,主管部门的审核都有着十分重要的现实意义.本文运用三个层次涉及34个因素的国家风险评价系统,对国家风险的测度和量化作了有益的研究,以专家对各项因素的打分代入模型,所得的结果.与国际上几家著名机构所得的结果基本一致。

The principle of β risk measured in theory of CAPM is applied to estimate the

运用资本资产定价CAPM模型的β-系数风险测度原理,对沪市400余只股票(基金)的投资风险敏感度进行了定位.并依据β值大小和性质划分证券组合区域,提出了基于β-风险域的投资组合策略.从而使投资组合的灵活性和有效性得到进一步的改善

This paper, based on the basic opinions of Markowitz's portfolio investment theory, discusses some aspects in the field of portfolio investment, and develops a portfolio investment model together with its algebraic algorithm. The paper also gives comparison analysis to Markowitz model and our model, and discusses the effectiveness of our model in the theory and practical application with practical examples.

分析了 Markowitz模型在实际应用中的不足之处 ,以 E- SV风险测度为基础提出了组合证券投资决策的效用函数 ,并建立了允许卖空条件下的投资决策最优化模型。该效用函数可以避免 Markowitz模型关于证券收益率的正态假设 ,以及投资者的风险厌恶假设。另外 ,提出的组合证券投资决策模型可以通过代数方法求解。对Markowitz模型和我们所提出的模型进行了比较分析 ,并结合案例分析 ,阐述了我们的决策模型在理论和实际应用中的有效性。

 
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