無風險資產 的英文怎麼說

中文拼音 [wúfēngxiǎnzīchǎn]
無風險資產 英文
risk-free asset
  • 無 : 無Ⅰ動詞（沒有） not have; there is not; be without Ⅱ名詞1 （沒有） nothing; nil 2 （姓氏） a surn...
  • 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...
  • 資 : Ⅰ名詞1 （錢財; 費用） money; wealth; expenses 2 （資質） intelligence; endowment 3 （資格） quali...
  • 產 : Ⅰ動詞1 （人或動物的幼體從母體中分離出來） give birth to; be delivered of; breed 2 （創造財富; 生...
  • 風險 : risk; hazard; danger
  • 資產 : 1. （財產） property; means 2. （資金） capital fund; capital3. [經] （資金的運用情況） assets
  1. " true sale " requires that all rights, risks or control rights be transferred altogether to spv from the originator, in the process of which due attention should be paid to avoid the occurrence of the revocable transaction risk, the recharacterisation risk and the commingling risk. the constructing of spv featuring " bankruptcy - remote " requires that efforts should be made to isolate spv from both the risk of bankruptcy of itself and that of the originator, and prevent the occurrence of " substantive consolidation ", which re - categorizes the transferred assets into bankrupt assets, while disregarding the form of spv being company, partnership or trust

    資產的「真實銷售」 ，要求將資產池的權益和風險或控制權一併從發起人處轉移給spv ，並注意防範可撤銷風險、重新定性風險、資產混合風險的發生： 「破產隔離」 spv的組建，要求無論spv採用公司、合夥或者信託形式，都要注意隔離自身破產風險和發起人破產風險，防止發生「實體合併」 ，使已轉移的資產重新歸併到發起人的破產財產中。
  2. On multi - factor portfolio model with holding of risk - free assets allowed

    允許持有無風險資產多因素投資組合模型研究
  3. Allocation of invested funds between risk - free assets and the risky portfolio

    是指投資基金在無風險資產與有風險資產組合之間的配置決策。
  4. The first 3 chapters discuss the two basic assets financial market ( one risk asset, and one risk - free asset )

    前三章所討論的拋都只由葉基本的風險資產，和一個無風險資飾成。
  5. A utility maximization model of the investment portfolio including risk - free asset is put forward, with short sales allowed

    摘要提出了在允許賣空情況下含有無風險資產且借貸利率不同的效用最大化的投資組合模型。
  6. The cml is considered to be superior to the efficient frontier since it takes into account the inclusion of a risk - free asset in the portfolio

    Cml被認為對有效邊界來說是更高級的，因為它考慮到了投資組合的無風險資產的內容。
  7. The whole dissertation has been divided into four chapters. chapter 1 discusses the simplest financial market consist of only one basic risk asset fc and one risk - free asset nfc, the later just means keeping your money in your pocket without any really trading

    全文分四章，第一章討論最簡單的帶風險資產的市場，只由一個最簡單的風險資產fc作為基本風險資產，和一個實際上沒有任何交易的「無風險資產』扣fc （把前留在自己的口袋裡，不進行投資）構成。
  8. The market timing ability of mutual fund managers can be defined as the ability to anticipate whether the general stock market is going to rise or fall and to adjust the composition of their portfolios accordingly. that is, if the managers think they have the ability to anticipate that the market is going to rise, they shift the composition of their portfolios they manage from less to more volatile securities. if they think the market is going to fall, they shift into the opposite direction

    證券投資基金（以下簡稱「基金」 ）的擇時能力是指基金經理的市場時機把握能力，即如果基金經理相信自己能夠準確預測市場趨勢，他將根據期望的市場走勢調整其投資組合的風險水平，在預測市場收益上升時增加組合的風險水平，下降時降低組合的風險水平，通過高風險資產和低風險（或無風險）資產之間的不斷轉換來獲取超額收益。
  9. The chapter four analyzes the mmf ' s nature character and points out that the mmf is the interest - bearing asset, non - risk asset and the mmmf is one special intermedia institution

    第四章從理論角度分析了貨幣市場基金的本質特徵，指出貨幣市場基金份額本質上是一種生息資產、無風險資產，而貨幣市場共同基金本質上是一種特殊的中介機構。
  10. Following, making development study from the three directions : the first one is how to reduce calculation when to use markowitz model. this text has improved the efficient frontier of markowitz model utilizing free risk assets, and reduced calculation about revenue rates " co - variance matrix utilizing single or multiple factors, and so on. the second one is to add thinking factors about, such as transaction fee, fund limitation, lowest transaction unit ' s limitation, risk measures and exchange rate risk of international portfolio securities, so as to make markowitz model closer to our country ' s practice

    接著，分三今方向對markowitz模型進行了拓展研究：第一個方向是運用markowitz模型時如何減少計算量，本文利用無風險資產來改進markowitz模型的有效邊界，利用單因子或多因子模型來減少收益率協方差的計算量等等；第二個方向是增加考慮因素，諸如交易費用、資金限制、最小交易單位限制，風險測度和國際組合證券的匯率風險，使markowitz模型更貼近我國的實際；第三個方向是對markowitz模型進行動態拓展研究，提出了將證券收益率看成是隨機序列時的投資決策模型，深入研究了m ? v有效邊界隨資產品種數增加而發生的漂移，並用解析方法和幾何圖形描述了漂移的軌跡和方向。
  11. Portfolio selection when a riskless asset is absent

    關于無風險資產不存在時資產組合選擇的研究
  12. In this paper, the problem of portfolio selection containing the asset without risk is discussed when the anticipated rates are fuzzy numbers

    摘要從模糊性的角度考慮選擇存在無風險資產的投資組合問題，對于收益率為模糊數的情形，在每一置信水平上，以偏離中心值的程度作為風險的度量。
  13. The result indicates that risk preference coefficient with short sales allowed reflects the investor ' s expected rate of return and the variance within the entire interval

    計算結果表明，風險偏好系數在整個取值范圍內都能夠較好地反映投資者對收益和風險的選擇態度，而且，含無風險資產的借貸拓展了投資機會空間。
  14. That model use the index sign of rsi ( 40 ) of the market index as the generous character of the system risk, use the single index model of with the non risk property to calculate combination the inside the investment comparison of each property

    該模型以市場指數的rsi （ 40 ）指標作為系統風險的度量，用引入無風險資產的單指數模型計算組合中各資產的投資比例。
  15. Risk premium : the additional return an investor expects from holding a risky asset rather than a riskless one ? in essence the difference between the total expected return on an investment and the appropriate estimated risk - free return

    風險溢價：指投資者持有風險資產時與無風險資產相比所期望多獲的收益?實質上即投資的預期總收益與相應的預計無風險收益之差。
  16. The world of risk neutral is an imaginary world in which the expected return rate of all risky assets equals to risk - free return rate

    風險中性的世界是一個假想的世界，在風險中性世界中所有風險資產的預期收益率等於無風險收益率。
  17. Considering that short sales are not allowed on risky securties, the author studies optimization model of riskless asset combination investment and presents their caculation formula of investment proportions by means of the utility function

    摘要在考慮限制賣空風險證券的基礎上，藉助用函數，對無風險資產存在時證券投資組合優化模型進行研究，給出了期望效用最大化時無風險資產和風險證券投資權重的解析表達式。
  18. The results indicate that if all the investors all full rational, the equilibrium price, whether using close call auction or open call auction, is the unbiased estimator of the risky assets true value

    研究結論表明，若所有的投資者都是理性的，無論採用封閉式集合競價還是開放式集合競價，那麼均衡價格均是風險資產真實價值的無偏估計量。
  19. We construct the combination about eight stock and non risk property. compare with the rate of return of shanghai stock index and our combination on october 22 2001 until march 25 2002, discovering combination of marches are consumedly higher than the return of index ' s rate

    構造了八隻股票和無風險資產組成的投資組合，對該組合和上證指數2001年10月22日到2002年3月25日期間的收益率進行比較研究，發現組合的收益率大大高於指數的收益率。
  20. In a multi - cycle period, with the expectation of higher non - risk interest rate, investors would prefer risk assets to non - risk assets that do not conform to the subjection conjecture. this conclusion is meaningful in guidance of investor ' s decision and conducive to the comprehension of the phenomenon of persistent high household saving level in our country

    在多個投資決策周期中，當投資者預期將來無風險利率較高時，他們會降低無風險資產在其資產組合中的比例，相應的會增大風險資產所佔的比重，而不是直觀認為的投資者會把更多的資金投向利率升高了的無風險資產。
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