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   equity risk 的翻译结果: 查询用时:0.007秒
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equity risk
相关语句
  股权风险
     Equity Risk Premium in China's Capital Markets
     中国资本市场股权风险溢价研究
短句来源
     The difference between the return rate on stock and the return rate on the risk-free securities is equity risk premium Rm-Rf .
     股票收益率与无风险债券收益率之间的差被称为股权风险溢价 (Rm—Rf)。
短句来源
     Based on equity risk premium theory, we estimated risk premium of A shares in the Chinese stock market with geometrical mean, DDM and earning growth model.
     在阐述股权风险溢价必要性的基础上,分别利用几何平均方法、DDM模型和盈利增长模型对我国沪深两市1997~2001年期间A股股票的风险溢价进行了测算。
短句来源
     Enlightenment of Equity Risk Premium of A-shares
     A股市场股权风险溢价的历史及启示
短句来源
     The author calculates the equity risk premium of A- shares during the periods of 1992~2000, 2001~2005 and 1992~2005. An analysis is made of issues like equity risks premium as well as relation between inflation and equity risk premium based on historical data, which could be interpreteda sp olicys uggestion.
     本文计算了1992~2000年、2001~2005年以及1992~2005年三个时间窗口下A股市场的股权风险溢价率; 基于历史数据,就投资者所要求的股权风险溢价、通货膨胀与股权风险溢价的关系等问题进行了初步分析;
短句来源
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  “equity risk”译为未确定词的双语例句
     Fundamental Equity Risk Model in Chinese Stock Market
     中国股票市场风险模型
短句来源
     Equity Risk Premium in Chinese Stock Market
     中国股票市场的风险溢价
短句来源
     Also, we discuss the methods to calculate thenon-risk interest rate, the sovereign risk premium and the equity risk premium.
     文中对无风险利率的选取、国家风险补偿及资产风险溢价的计算提出了见解。
短句来源
     Small firm obtains the highest equity risk premium.
     在市场内部 ,经验分析结果显示股本规模与风险溢价负相关 ,小盘股的风险溢价水平最高
短句来源
     This essay suggests an analytical framework for financial decision by Chinese firms under a market context. The framework is mainly composed of the goal of value maximization, risk-free rate formation mechanism, market risk pricing, equity risk premium, the making of pro-forma financial statements, estimation of free cash flows, and equity valuation.
     本文提出建立适应我国资本市场化条件下的企业财务决策分析框架问题,主要包括价值极大化目标问题、无风险利率的形成机制及测算、市场风险的定价、权益资本风险溢价、试算财务报表的编制、自由现金流量测算以及股权资本价值测算等。
短句来源
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  equity risk
Thus, value stocks are not rationally priced by the market and the book-to-market ratio is not an efficiently priced proxy for equity risk.
      
Discussion of "Implied Equity Duration: A New Measure of Equity Risk"
      
Implied Equity Duration: A New Measure of Equity Risk
      
This article improves upon the market discipline studies of commercial letters of credit (CLC) by employing two new capital market tests, in addition to traditional beta and equity risk tests.
      
Numerous studies and empirical research analyse its volatility also considering the time span, concluding that the dynamics of equity risk premium over time is inversely proportional to the economic cycle.
      
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In this paper, we find that beta, size, book to market ratio, turnover, momentum and revenue to market ratio are suitable risk factors for Chinese stock market. Then, we construct fundamental equity risk model in Chinese Stock Market and discuss its application in active portfolio management.

本文通过实证分析 ,认为贝塔系数、流通市值、净市值比、换手率、动量、收入价格比是中国股票市场重要的风险因子 ,从而建立中国股票市场的结构化风险模型 ,并简要探讨了风险模型在最优投资组合的构建和组合风险管理中的应用。

Equity risk premium is the difference between the return on the market portfolio of common stocks and the risk free interest rate. This article focuses on the last eight years (from Feb 1995 to Dec 2002) data and measures China's equity risk premium. The equity risk premium is 2.03 under nominal equity and risk free asset return and 2.11 under the real return. We also discuss the contributing factors. We find that, period is important and can make great influence on equity premium,...

Equity risk premium is the difference between the return on the market portfolio of common stocks and the risk free interest rate. This article focuses on the last eight years (from Feb 1995 to Dec 2002) data and measures China's equity risk premium. The equity risk premium is 2.03 under nominal equity and risk free asset return and 2.11 under the real return. We also discuss the contributing factors. We find that, period is important and can make great influence on equity premium, transaction cost is high in China, we will overrate the equity premium if we don't consider the transaction cost, firm size is in inverse ratio with equity premium. Small firm obtains the highest equity risk premium.

本文在回顾国内外有关股权风险溢价研究的基础上 ,从投资者的角度 ,构建了中国A股市场投资指数 ,测算中国股票市场近 8年来的风险溢价。在此基础上分析了周期选择、交易成本、股本规模对股权风险溢价的影响。结果表明 ,不同的周期下股权溢价水平大不相同 ;同时 ,中国股票市场交易成本很高 ,忽略交易成本会大大高估溢价水平 ;在市场内部 ,经验分析结果显示股本规模与风险溢价负相关 ,小盘股的风险溢价水平最高

Based on equity risk premium theory, we estimated risk premium of A shares in the Chinese stock market with geometrical mean, DDM and earning growth model. Our research showed that the real risk premium of A shares was negative and there speculate bubbles in the Chinese stock market during 1997~2001.

在阐述股权风险溢价必要性的基础上,分别利用几何平均方法、DDM模型和盈利增长模型对我国沪深两市1997~2001年期间A股股票的风险溢价进行了测算。结果表明,我国A股股票的实际风险溢价为负,股票市场存在较大的投机性泡沫。

 
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