素模型 的英文怎麼說
中文拼音 [sùmóxíng]
素模型
英文
prime model-
The thesis, somehow, is a summary, which expounds the main contents of traditional portfolio theory ( tpt ) and mpt, also gives a comparison between tpt and mpt ; analyses two aspects of markowitz theory, one is the effects of risk disperses and the demonstration, the other is how to make an optimal portfolio strategy ; researches into capital assets pricing model ( capm ), factor model ( fm ) and arbitrage pricing theory ( apt ) respectively in three parts ; studies another two parts, one is the premise of mpt, which is the efficient market hypothesis ( emh ), the other analyses the behavior finance theory ( bft ) produced in the background of challenging and querying to emt and capm. the thesis finally discusses the researching and applying prospects of mpt in china
論文對現代資產組合理論與傳統資產組合理論分別進行了分析，並對兩者進行了比較研究，對馬克維茨的均值? ?方差理論從資產組合風險分散效應和最優資產組合選擇兩方面進行了重點分析，對資本資產定價模型、因素模型、套利定價理論進行了一定深度的分析和研究，對現代資產組合理論的前提假設? ?有效市場理論及在對有效市場理論和資本資產定價模型形成挑戰和質疑背景下提出的行為金融理論進行了論述，論文最後分析了現代資產組合理論在我國的研究及其應用的廣闊前景。There is also a brief introduction of another commonly used pricing model, the binominal option pricing model, including its relations to the black - scholes option pricing model
調整模型的基本假設條件，將模型擴展為多因素模型。第一部分還介紹了另一種常用的期權定價模型- -二項分佈模型。In the fifth chapter, using the " diamonds framework " for reference, combining the domestic situation, author designs " six factors framework " of china ' s vegetables industry, and uses it to expound the influence of five factors, including element condition, demand condition, interrelated and sustaining industries, the condition of producers, conveyancers, operators, and the government. five pieces of conclusions have been drawn at last. in the sixth chapter, on the premise of int
在第五章中國蔬菜產業國際競爭力的影響因素中，借鑒波特的「鉆石模型」理論，結合我國蔬菜產業的實際，筆者設計了中國蔬菜產業國際竟爭力的「六因素模型」 ，詳盡地分析了要素條件，需求條件，相關和支持產業，生產、儲運、經營主體狀況以及政府五個因素對中國蔬菜產業國際競爭力的影響作用，歸納出五條相關結論。We found the model which established by fama and french is suitable for chinese stock market. then we test the so - called ‘ new - year effect ’. we drew the conclusions that the m / l and b / l portfolios have the ‘ january effect ’ and the m / m portfolio has the ‘ february effect ’. the coefficient of three - factor model is an important systemic risk guideline of investment object
對f / f的三因素模型的應用而言，模型的擬合程度，模型回歸系數的顯著性以及在動態投資過程中，模型回歸系數的穩定性等對模型的實際應用起到非常重要的作用。Other factors that were found to have positive effects on soil nutrients include the multiple cropping index and the practice of plowing stalks back into the land. these findings lead to several policy recommendations. first, it shows that economic variables are very important in determining changes in soil fertility, and therefore the theory and method of economics should be taken seriously by soil scientists
然後，根據理論預期以及單因素分析結果，我們建立了土壤肥力變化的社會經濟及政策影響因素模型，分別採取差分和固定效應兩種具體模型形式，對各種可能的社會經濟及政策因素對土壤肥力變化影響的方向和程度做了定量估計。Preliminary study on the reaction of diosane lignin and - o - 4 type lignin ortho - quinone model compound with hydrogen peroxide
4型鄰醌木素模型物與過氧化氫反應的初步研究In the thesis, sand packed glass plate model was applied to physical simulation of the macroscopic throats forming mechanism, studied effects of these factors as sedimental characteristics, petrophysical property, production process etc. on the forming of macroscopic throats
摘要動用填砂玻璃板模型對疏鬆砂巖油層大孔道形成機理進行物理模擬，探討了沉積特徵、油層物性、開發過程等因素對大孔道形成的影響，歸納了大孔道形成的因素模型及大孔道形成過程中的產量壓力特徵。Under this frame, investor ' s property choice is transformed to linear programming question. sharpe, lintner, and black considered the market condition if all investors follow markowitz ‘ s definition of the investor, proposed the famous capital asset pricing model ( capm )
我們注意到在capm之後關于證券定價的線性模型朝著多因素模型的方向發展，假設條件的改變使得定價中必須包含除系統性風險以外的因子。The five - factor model of personality disorder studies abroad
國外人格障礙五因素模型研究述評It is the basis of oas to construct zero coupon yield curve and define interest rate term factors model. the key of oas is to select a kind of interest rate scenario simulation and evaluation methodology fitting abs / mbs
其中，零息票收益曲線的構造和利率期限因素模型的定義是期權調整利差法的基礎；選擇適合資產抵押支持證券的利率情景模擬技術和估價技術是其關鍵。Division of interests between trade and investment : a concise multination and multi element model
一個簡約的多國多要素模型The three - factor model provides a substantially lower estimate of the risk premium for computer stocks than the capm
三因素模型比capm提供了明顯更低的對計算機股票風險溢價的估算值。Therefore, the whole paper is divided into four chapters : chapter one introduces to the development of internationalization theory. it mainly includes internationalization period theories, export behavior theories, network - approach mode, farmer - richman mode, international mode, four - factor mode, and so on
主要介紹了企業國際化階段論，出口行為論，經營國際化的帶動論，以及網路模型、創新模型、法默-里奇曼模型、國際化四要素模型、國際化的內外向聯系模型等。On the basis of that, we have an empirical research on the possible factor which influencing stock returns of our companies listed in shenzhen stock markert from a micro aspect. our research uses multifactor model combined with cross - section regression and econometrics, test the ff three - factor model of security portfolios and industry portfolios
實證研究採用多因素模型的理論框架，結合橫截面回歸方法和計量經濟學的檢驗手段，對深圳股票市場股票組合和行業組合的f / f的三因素模型進行了實證研究。On the basis of summarizing risk budgeting technique in being, this paper introduces multi - factor model into process of risk budgeting, and sets up program of multi - factor - risk budgeting
摘要本文在對現有風險預算技術進行評述的基礎上，將證券收益的多因素模型引入風險預算過程，建立了基於多因素模型的風險預算方法。The model should be coupled with other model such as random rainfall model, evapotraspiration model etc, and avoid subject factor effect. the aim is to evince accurately general law of caco3 deposition, provide scientific basis for making strategic decisions on soil management and environment protection
同時，所建模型有待于結合影響caco _ 3淀積綜合因素的其他因素模型如隨機降水模型、蒸散模型等（ marion等， 1985 ）建立耦合系統模型並加以改進完善，避免主觀因素影響，使其能準確地反映caco _ 3淀積的一般規律，指導土壤管理和環境保護。We select correspondingly some specific indices after considering the automobile industrial characteristics, and then use the multiple regression method. the result shows the factors that affect the automobile industrial dividend policy, according to the influence degree, are the company ' s profitability, the circulation stock proportion, the company size, the turnover rate of total asset, but the asset liability ratio and so on are independent of it
實證分析時主要應用多元線性回歸分析法，在結合了汽車製造業的行業特徵，並相應地選取一些特定指標后，得出了汽車製造業上市公司股利政策影響因素模型，其按影響程度大小依次為公司的盈利能力、流通股比例、公司規模、總資產周轉率，而與資產負債率等指標無關。At stage 3, the four - component construct was confirmed the best compared with the one - component, two - component and three - component model by the analysis of another 346 subjects using confirmatory factor analysis ( i. e. cfa ). in addition, the results also indicated the organizational justice questionnaire had high reliability and validity
第三階段，重新取樣，通過對來自4家企業346名被試的數據進行驗證性因素分析，結果表明與單因素、二因素和三因素結構的模型相比，四因素模型對數據的各項擬合指標最好。On the other hand, this paper tried to study the risk budgeting on the application of portfolio through introduction of risk budgeting and bring in the multifactor model of security return to risk budgeting process to set up the risk budgeting system which
另一方面，本文試圖通過對風險預算的介紹，考察風險預算技術在投資組合中的應用，將證券收益的多因素模型引入風險預算過程，建立基於多因素模型的風險預算系統體系。Secondly, this thesis evaluates some main theories and method about market risk measurement. such as mean - variance criterion of markowitz and risk decentralization principal, single - factor model, multifactor model, down - risk model, black - scholes model and var model based on the calculation of loss. it also discusses the suitable conditions and defects of every theory and method, and think that var is a more perfect method for risk measurement by comparison
其次，評價了有關市場風險度量的一些主要理論和方法，如markowitz的均值?方差準則和風險分散原則、 capm模型和風險的市場因素模型、單因素模型、多因素模型、 downside - risk 、期權定價理論和現代基於損失計量風險的var等風險度量理論，並討論了各種風險度量方法的具體適用條件及相應的缺陷。分享友人