組合證券 的英文怎麼說

中文拼音 [zǔgězhèngquàn]
組合證券 英文
synthetic securities
  • 組 : Ⅰ名詞1 （由不多的人員組成的單位） group 2 （姓氏） a surname Ⅱ動詞（組織） organize; form Ⅲ量詞（...
  • 合 : 合量詞（容量單位） ge, a unit of dry measure for grain （=1 decilitre）
  • 證 : Ⅰ動詞（證明） prove; verify; demonstrate Ⅱ名詞1 （證據） evidence; proof; testimony; witness 2 （...
  • 組合 : 1 （組織成為整體） make up; compose; constitute 2 （組織起來的整體） association; combination3 [...
  • 證券 : bond; security; negotiable securities
  1. Efficient portfolio and no - arbitrage analysis in general m - v model

    模型中的有效證券組合及無套利分析
  2. Securitization of bank assets refers to combined management and investment activities in which commercial banks, by making use of the legally representable nature of their credit assets and other claimable credits, put certain assets into asset - pools, issue asset - backed securities backed by the assets in the pools in order to transform the illiquid credit assets into cash assets. then the asset - backed securities are entrusted. upon the expiration of the securities ’ terms, the underlying assets are realized to repay the principals and interests of the securities

    銀行資產證券化是商業銀行利用信貸資產和其他可主張的債權在法律上可被代表的特性，以確定的財產進入資產池為擔保發行資產支持證券，將沉澱的信貸資產變為現金資產，然後將該證券委以信託增值，在證券期滿時，變現擔保財產償還證券本息的一種組合經營和投資活動。
  3. Securities legislation is also accord with the common mechanism of securities legislation, while it has it ’ s peculiarities, that is, that the sub - domains of securities market seems to be increased endlessly, which makes the securities market become complex and volatility. to cope with this kind of complex and volatility, securities lawmaking is disparted three lays. the government make laws to build up the macroscopical confirmative degree and efficient social press of securities lex, supervisors make codes to improve middle confirmative degree and efficient social press of securities lex, self - discipline organizations set down rules to strengthen microcosmical confirmative degree of securities lex

    證券立法在符合一般立法機理的同時，區別于其它立法的特性是:證券市場的子域有不斷增加的趨勢，這使得證券市場變得復雜和易變，為應付這種復雜和易變，證券立法分為緊密聯系的三個層次，政府立法旨在增強證券法律宏觀的確定性和社會壓力的有效性，監管部門制定法規改善中觀的適應性並保證法律社會壓力的有效性，自律組織制定規章則重在加強法律微觀上的適應性。
  4. The first part is introduction, presenting this paper ' s structure, research background and so on ; the second part introduces some issues relating closely to risk, the tangency point between indifference utility curve and efficient frontier is the optimal portfolio ; the third part explores risk evaluation, this part begins with some risk factors affecting security ' s price and return, then analyzes the methods evaluating degree of risk, finally, introduces a more popular method of risk evaluation - - var ; the forth part expounds risk management, this part studies some risk control strategies correspond to specific risk mentioned above ; the last part put forward some advice contrapose issues existed in risk management in china

    第一部分為緒論，介紹本文的相關背景；第二部分是與風險相關的幾個問題，等效用曲線與有效邊界的切點是投資者選擇的最佳投資組合；第三部分是風險衡量，該部分首先分析了證券與股票所面臨的風險，然後對債券和股票分別介紹，最後介紹了目前比較流行的風險衡量方法? ? var方法；第四部分為企業風險管理，這里針對上文所述的風險提出相應的風險控制策略；第五部分針對目前我國風險管理中存在的問題提出了幾點建議。
  5. 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 。
  6. The security market of china have got great development in the past 15 years, it have gradually grown into maturation from infantilism. the growth of security market makes the security investment funds a better circumstance to develop

    一、選題背景及意義我國證券投資基金從成立的第一天起，就以「專家理財、組合投資、分散風險、穩定市場」的形象出現在證券市場，吸引著投資者的目光。
  7. 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。
  8. Banks may also choose to repackage part of their mortgage portfolios into back - to - back mortgage - backed securities with the hkmc providing a guarantee on timely repayment to remove the credit risk of the securitised portfolios

    銀行亦可選擇將其部分按揭貸款組合重新包裝，成為背對背按揭證券，並由按揭證券公司提供按時還款擔保，以消除證券化組合的信貸風險。
  9. Portfolio analysis with an asymmetric risk measure

    一個非對稱風險度量模型及組合證券投資分析
  10. A interactive approach to portfolio selection with transaction costs

    一種有交易費用的互動式組合證券投資方法
  11. Discusses the characteristic values on individual stock risk with the standard deviation, variance ( 2 ), standard deviation coefficient ( cv ) and coefficient measurement, construct the individual on stock ' s statistics index system on investment risk. 2. discuss the characteristic of standard deviation, variance, variance - covariance matrix to measure the investment risk of stock portfolio

    第二章「證券投資風險的度量」分為三個小節： 1 、討論單個證券風險用標準差（ ） 、方差（ ~ 2 ） 、變差系數（ cv ）以及系數度量，構造了單個證券的投資風險統計指標體系； 2 、討論了用標準差和方差、方差?協方差矩陣、方差?協方差矩陣的特徵值來度量組合證券的投資風險； 3 、計算了衡量證券組合系統性風險的系數值，並分析了系數的含義和預測能力的可靠性。
  12. 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。
  13. Business risks that were once seen as a lumpy fact of life are now routinely sliced up and packaged into combinations that generally suit issuers and investors alike

    曾一度被認為是人生迭宕起伏的真實寫照的商業風險，現在通常被分散后再重新組合成分別適合證券發行者和投資者的資產組合。
  14. Securitization of leases and leased assets portfolio

    租賃協議及租賃資產組合證券化
  15. Research on portfolio investment model under the e - sh risk measure

    有關風險測度及組合證券投資模型研究
  16. On non - linear recursive programming approach of dynamic portfolio investment

    動態組合證券投資決策非線性遞推規劃模型
  17. It will allow fund management firms and other securities institutions to invest in a combination of stocks and other overseas securities using foreign exchange currency gathered from domestic institutions and private sources

    央行也將允許基金管理公司和其他證券機構利用國內機構和私人自有的外匯資源投資國外股票和其他組合證券。
  18. This article proceeds with the meaning and classification of the stock investment risk, divides stock investment risk into the systematic risk and unsystematic risk. then discuss the questions of measuring on different stock risks such as individual stock and stock portfolio separately, and apply some measuring methods to stock market of china, attempt to construct the index system of risk measurement standard, and take the corresponding measures to realize the effective control on stock investment risk

    本文從證券投資風險的涵義及分類入手，將證券投資風險分為系統性風險和非系統性風險，分別討論單個證券以及組合證券不同性質風險的度量問題，並將一些度量方法應用於中國證券市場進行檢驗，試圖構造風險度量的指標體系，並採取相應措施，以實現對證券投資風險的有效控制。
  19. In addtion, we introduce some new methods and theories for solving systems of nonlinear least square problems. a new levenberg - marquardt method is produced to solve the high dimemsion portfolio selection models, we can solve the problem quickly and get better results than before

    此外，在本篇論文中，我們還介紹了求解非線性最小二乘問題的一些最新方法，並將levenberg - marquardt方法推廣到組合證券投資模型中，得到了一種新的求解組合證券投資模型的解的新演算法，並分析了其收斂性，得到了較好的數值結果。
  20. Based on mpt, the author analyses a fund investment principle, uses equal proportion model on random samples to make a fund - portfolio, demonstrates the rules that fund - portfolio investment risk changes along with the investment size and suggests a rational size for fund - portfolio investment

    摘要本文根據組合證券投資理論論述了基金組合投資的原理，使用隨機簡單等權模型對基金樣本進行組合，實證分析了基金組合投資的風險隨組合投資規模變化的規律，並指出了對我國基金進行組合投資的合適規模。
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