數量風險 的英文怎麼說
中文拼音 [shǔliángfēngxiǎn]
數量風險
英文
quantity risks- 數 : 數副詞(屢次) frequently; repeatedly
- 量 : 量動1. (度量) measure 2. (估量) estimate; size up
- 風 : Ⅰ名詞1 (空氣流動) wind 2 (風氣; 風俗) practice; atmosphere; custom 3 (景象) scene; view 4 ...
- 險 : Ⅰ名詞1 (險惡不容易通過的地方) a place difficult of access; narrow pass; defile 2 (危險) dange...
- 數量 : quantity; quantum; amount; magnitude; number
- 風險 : risk; hazard; danger
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Estimates of risk aversion vary widely, and no quantitative guidelines are available.
對于風險的躲避的估算具有很大的差異,而且也沒有適用的數量指標。The theory overall illuminates how the investment company proceeds the stock choice and turns the stock choice into the concrete number by turning six factors given weights that affect the result of the stock choice into the probability of the stock choice by the quantitative method. the important points lie in : 1 considering the external environment, the growth nature, the venture and the corporate v alue ; 2 overcoming the non - comparability of the financial ratios between the corporations of different lines
此理論從公司的外部環境和公司的內部因素全面地闡述了投資公司如何進行股票選擇,以及通過對成長性、公司所處的風險、宏觀及行業、公司的價值和處于不同行業的企業間財務比率進行量化處理,將影響股票選擇的六大因素賦以權值后轉化成股票選擇的可能程度值,從而將股票選擇用具體的數值來表示。Meanwhile, the author introduces a new risk management method which controls risks by giving credit lines
建立了一種授信額度的評估模型,該數學模型的引入使風險管理的方法得以量化。The quality of your life is in direct proportion to the amount of risk you can comfortably take
你生活的品質和你能舒服地承擔風險的數量成正比。After discussing the market risks based on the individual investor behaviors, it describes the connotation, materialized model, and explores the risk ' s position in china security market. it finally draws the two risk - control solutions : 1 ) fosterage of rational individual investor ; 2 ) information disclosure
本文提出了投資者風險決策中的理性判斷標準,認為理性概念是多層次多含義的,其精華是指一種最佳的、恰到好處的合理的狀態,一種最優化( optimization )的而非謀求數量最大化的方案就是理性選擇。So we consider five financial indexes includes stock b / p, e / p, current stock size, current stock stru and financial levge by the international tradition, then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b. in the third chapter, the article fut forward a risk factor model, estimates yield sequences of every risk factor by weight regression, and then estimates each risk factor coefficient of different stock by time sequence regression, at last we can reckon the portfolio risk o2p and yield rp which consists n stocks
結合國際慣例,文章考慮了股票的凈值市價比( b p ) ,市盈率倒數( e p ) ,流通規模( size ) ,流通比例( stru )和財務杠桿( levge )等五個財務指標,應用描述性統計檢驗和橫截面統計檢驗等多種方法,結果表明,除系數以外,凈值市價比( b p )和流通規模( size )對證券收益率部有重要的影響。在論文的第三章,提出了一個基於多因素的風險因子模型,並用加權回歸和時間序列回歸等方法估計出了不同證券的各風險因子系數(類似於單指數模型中的系數) ,據此,即可衡量出一個包括n只股票的組合的風險_ p ~ 2和收益率r _ p 。However, it s reasonable to assume that there s less risk involved in the known quantity
然而,假設在已知數量中涉及的風險較少是合理的。Using the net assets per capital, the investment return rate, the t - m model, the h - m model, the single factor evaluating model which consists of the treynor index, the jensen index, the sharpe index and the square m index, we evaluate the performance of the twelve mutual funds. and we come to the following conclusions : ( 1 ) after the modification of the risk factor, our mutual funds in the recent one year outguess the market ; ( 2 ) better performance comes from the aid of the government, the improvement of the investment environment and the hard, smart work of the managers especially in the way of selecting some securities in the capital market. ( 3 ) though we make progress, there are still many problems which prevent the further development of our mutual funds such as the devise of the management fee and the characteristics of different funds, all of them divided into the subjective ones and the objective ones
通過使用投資基金單位凈資產和投資收益率指標、單因素整體績效評估模型,包括treynor指數、 jensen指數、 sharpe指數和業績的m ~ 2測度以及t - m 、 h - m模型對12隻樣本基金進行實證研究,實證研究表明: ( 1 )經過風險調整后,在最近的一年中,我國證券投資基金的業績總體上優於市場基準組合; ( 2 )基金業績的提高得益於管理層的重視、投資環境的改善和基金經理的經營,而基金經理的良好業績是通過一定的證券選擇來獲得的; ( 3 )已成為證券市場上舉足輕重力量的基金在發展過程中雖然取得了一定的成績但其進一步發展還面臨著許多問題,有主觀存在的諸如管理費率的設定、基金風格方面的問題等等,也有客觀存在的諸如證券市場現階段的不完善等等,所以,我們應該抓住《證券投資基金法》問世帶給基金業發展的契機,大力促進證券投資基金規范發展,採取各種措施做大、做優和做強基金業。Value at risk is a tool which be widely used in application to financial risk management and regarded as extreme quantile method
風險價值( var )是金融風險管理中應用最廣泛的一種工具,其測量方法可以看作是一種極端分位數的方法。In consideration of multitype risk in the operation of insurance companies, this paper studies some important variables in insurance business and then comes to the conclusion that the surplus process is related to safe load and individual claim amount distribution when the preliminary reserve is zero while the surplus process is related to adjustment coefficient when the preliminary reserve is beyond zero
摘要考慮到保險公司同時經營多種不同質風險的情況,本文從保險業務中需要研究的幾個重要變量出發,研究了初始準備金為零時,盈餘過程與安全負荷及個體索賠額分佈有關;當初始準備金大於零時,盈餘過程與調節系數相關等情形。In china because the bridge building has been expanded to the mouth of the rivers and the sea banks, there is an increased number of the ship - against - bridges accidents. so it is necessary to make further related researches on the ship - against - bridges accidents in the conditions of increased potential ship - against - bridges risks
在我國船撞橋事故數量不斷增加、跨越河海超大跨度橋梁不斷發展、船撞橋的潛在風險越來越大的情況下,深入開展有關研究是十分必要的。Dollar short positions were cut sharply in august as investors reduced risk across the board
8月,由於投資者全面減少投資風險,使得美元空頭數量極具下降。The paper introduces the risk analysis and evaluation method of engineering investment based on fuzzy mathematics and a new way of calculating steelyard weight. the new way of calculating steelyard weight remedies the limit of the common way and reduces the time of calculating. the paper keeps the principle of synthesizing the way of the qualitative analysis and quantitative analysis
文章介紹了基於模糊理論和一種新的權重系數計算方法對工程項目投資進行風險分析和評估,這種新的權重系數計算方法彌補了常規方法的局限性,並大大地減少了計算量,遵循定性分析與定量分析相結合的原理,將模糊理論與這種新的權重系數計算方法有效的結合在一起。In light of market risk, there are sensitivity measurement method and volatility measurement method as well as the concepts about risk measurement, such as variance, duration, 3 - coefficient, 5 - coefficient and value at risk. and in light of credit risk, there are accounting - based ratio measurement method and volatility - based measurement method, as well as the related concepts, such as credit rating, z - score, transition matrix, expected default frequency
其中,針對市場風險度量的方法包括靈敏度測量風險方法和波動性測量風險方法,與之相關的風險度量概念有方差、持續期、系數、類系數和在險價值;針對信用風險度量的方法包括基於財務比率的風險測量方法和基於波動性的風險測量方法,與之相關的風險度量概念有信用評級、 z分數、轉換矩陣、違約頻率。Most measures of risk, such as stockmarket volatility or the spread ( extra yield ) on corporate and emerging - market bonds are low
大多數對風險的測量,例如股票市場波動或者公司和上升市場債券的收益率差(超額收益) ,都顯示它很低。Section one analyzes the double performance of national debts risk which refers to and risk in use
第一節分析了國債風險的兩重表現,即數量風險和使用風險。Section two analyzes the quantitative risk of national debts risk. it analyzes three indexes which are public debt - to - gdp ratio, public debt dependency and government debt - service ratio. it also analyzes the problem of hidden debts in detail
第二節分析國債的數量風險,分別研究了衡量國債風險的三個指標:國債負擔率、國債依存度和償債率,並對隱性債務問題進行了較詳細的分析。Then, this paper empirically tested the validation and predictive accuracy of different var risk management model in the domestic financial market. finally, with the analysis of modem financial risk management development trend and the current domestic financial risk management situation, this paper made a prospect for the application of this model in the construction of domestic financial risk management system. through the analysis, the main conclusions are as follows : ( l ) the traditional mean - variance model is the special example of the portfolio selection based on the var risk management model for the case that the returns of the portfolio are assumed to be normally distributed ; compared with the mean - variance model, the var risk management model is more comprehensive and accurate in the measurement of the portfolio risk, so based on the var model, the investors can allocate the asset more effectively. ( 2 ) the var risk management model can provide the timely and comprehensive risk information for the top risk manager, so it is very helpful to the improvement of total risk management efficiency. ( 3 ) based on the var model, the raroc performance valuation approach can reflect the real performance of the portfolio manager and provide the coherent standard for the allocation of risk limitation and the construction of the incentive compatibility constraint mechanism in the financial instiutions
通過研究分析,本文主要得出如下結論: ( 1 )傳統的markowitz均值? ?方差模型僅僅是在資產組合收益率正態分佈假設條件下基於var風險管理模型進行資產組合選擇的特例,與均值? ?方差模型中的方差風險度量方法相比, var風險管理模型能夠更全面、更貼切地衡量資產組合的風險,且基於此模型能夠更有效地進行資產配置決策; ( 2 ) var風險管理模型能夠滿足更高層次風險管理者對風險信息的需求,有助於整體風險管理效率的提高; ( 3 )基於var風險管理模型的raroc績效評價能夠反映資產組合管理人的真實業績,從而為金融機構風險限額的分配和激勵約束機制的制定提供統一的標準; ( 4 )國內證券市場資產組合收益率服從正態分佈的假設明顯不成立,實證檢驗表明基於資產組合收益率正態分佈假設條件下的方差? ?協方差模型對國內資產組合風險的預測存在較大的偏差,由於文中證明在收益率正態分佈假設條件下基於方差? ?協方差模型進行資產組合選擇的結果等價于markowitz的均值? ?方差模型,因此,均值? ?方差模型對國內資產組合風險的預測同樣會存在著較大的偏差,而半參數var風險管理模型則能夠取得較好的預測衡量效果; ( 5 ) var風險管理模型符合未來金融風險管理的發展趨勢,基於var風險管理模型建立內容提要風險限額內控體系、風險信息披露體系和業績評價體系,並進行金融監管,將有助於國內金融機構內部風險管理方法和外部監管技術跟上國際金融風險管理的發展潮流。With regards to allocation of bond asset, the author points our that active bond asset allocation strategies include : strengthened index and minor risk unmatched strategy, active managing and major risk unmatched strategy and complete active strategy
關于債券資產配置決策,作者研究結論指出,積極債券資產配置策略主要包括加強指數化及輕微風險不配比策略、積極管理的大量風險不配比策略和完全積極策略等。The author discusses the procedure of rac and some issues that should be attention - giving, study the guidelines to set rac degrade, brings forward the means to set risk code using weighted index. the procedure of pra, three - level risk profile and the manner to express the result of pra is also studied. to supplement safety analysis, the author studies risk management from the aspects of decision, control and organization
在風險評價方法方面,討論了風險評價指數法( rac )實施的步驟,研究了rac等級確定的原則,提出了用加權指數法來確定風險評價矩陣的方法;針對gjb900沒能很好地將定性和定量風險評價結合的問題,研究了概率風險評價( pra )實施的步驟、三級pra風險剖面和pra結果表達的方式等問題。分享友人