資產組合分析 的英文怎麼說

中文拼音 [zīchǎnzǔgěfēnxī]
資產組合分析 英文
portfolio analysis
  • 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...
  • 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）
  • 分 : 分Ⅰ名詞1. （成分） component 2. （職責和權利的限度） what is within one's duty or rights Ⅱ同 「份」Ⅲ動詞[書面語] （料想） judge
  • 析 : Ⅰ動詞1. （分開; 散開） divide; separate 2. （分析） analyse; dissect; resolve Ⅱ名詞（姓氏） a surname
  • 資產 : 1. （財產） property; means 2. （資金） capital fund; capital3. [經] （資金的運用情況） assets
  • 組合 : 1 （組織成為整體） make up; compose; constitute 2 （組織起來的整體） association; combination3 [...
  1. 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。
  2. Specially, based on risk - metric and factor variables, the author discusses multi - factor asset pricing model. in theoretical analysis, the author attempts to release the assumption of index ' s random walk, proves a portfolio selection model suitable for the linear index level moreover, based on assets un - exchangeable, the author brings forward asset pricing models for b - shares, h - shares and non - circulated - shares. the author also brings forward multi - factor asset pricing model based on risk - metric indices, such as coefficient of beta, standard variance, standard semi - variance, average absolute deviation, value at risk, and factor variables, such as circulated market equity, exchange ratio, short - term historical return

    在理論分析時，作者嘗試放鬆指數水平滿足隨機遊走過程的假設，推導出指數水平呈線性趨勢的資產組合選擇模型；此外，作者基於資產不可交易這一假設，提出了b股、 h股和非流通股等情形的資產定價模型，並基於系數、標準差、標準半方差、平均絕對離差和風險價值等風險度量指標以及流通市值、換手率、短期歷史收益率等因素變量提出了四因素資產定價模型。
  3. The government and the banking circles hope to raise the efficiency of the housing financing regime, improve the banks " asset quality and to diversify the risk, so as to promote the development of real. it is necessary and workable to applying the mortgage - backed securities to propel housing innovation, although what we are should be attention to the necessary mortgage environment and it ' s policy are not completely fostered

    由銀行等機構作為項目發起人，首先要分析自身對抵押貸款證券化的融資要求，然後通過對現有信貸資產進行清理、估算和核查，選擇一定數量的房地產抵押貸款作為證券化目標，並從資產負債表中剝離出來，將這些資產匯集組建資產池（即資產組合） ，作為證券化的基礎資產； （ 2 ）出售貸款組合，即「真實出售」 。
  4. It is hedging transaction that realizes the risk transferring function because the economic logics lies in that futures price is the expectation of the spot price. with the portfolio theory of hedging, the definition of optimal hedge ratio, the standard model of optimal hedge ratio and the effect of hedging are discussed thoroughly

    套期保值的經濟邏輯在於期貨價格是對現貨價格的未來預期，本文運用資產組合套期保值理論，對最佳套期保值率概念、最優套期保值率的標準模型、套期保值效果進行了分析。
  5. Chapter one reviews the theoretical literatures, some of which form the corporate irm solid theoretical foundations that involve utility function theory, risk portfolio theory, hedging theory, agency & bankruptcy theory, capm & option pricing theory, and risk society & risk culture theory

    論文分析和介紹了包括效用函數理論、風險組合與分散理論、企業套期保值理論等經濟理論;包括markowitz的資產組合理論、資本資產定價模型、期權模型等金融理論;包括代理理論、破產成本理論、企業融資成本理論等財務理論。
  6. Introducing risk - profit theory, portfolio theory and modern investment management theory, includes property - debt management theory, portfolio management theory and invest risk management theory. and analyzing the insurance portfolio. the second section studies on the insurance portfolio abroad and their features, summarizes their successful experience

    介紹了風險-收益理論、資產組合理論以及現代投資理論中的資產負債管理理論、投資組合管理理論和投資風險管理理論在保險投資中的運用，分析了保險投資的組合情況。
  7. In addition, the paper studies how to control internal risk of commercial banks under the framework of var so as to optimize the capital distribution and the management of portfolio

    本文還探討了在var框架下進行商業銀行的內部風險控制，使資本分配在考慮組合分散效應后得到優化以及進行銀行資產組合的優化管理，分析得到var約束下組合收益績效標準。
  8. Secondly, this dissertation introduces the operation principles of kmv and creditmetrics models, and emphatically probes into how the models to measure credit risk of assets portfolio, and analyses the applications in credit asset pricing, the investment decision based on var and the supervision by using internal credit risk measurement models, and advances creditmetrics model based on conditions of china ' s commercial banks, and studies fundamental conditions, limited conditions, and how to use moutun ' s pricing model testing results of creditmetrics model

    接著對kmv模型和creditmetrics模型的運作原理進行了介紹，並重點探討了模型是如何對信用資產組合的信用風險進行度量，以及對信用資產定價、基於受險價值的投資決策以及利用內部信用風險度量模型進行監管等方面作了分析，提出基於我國商業銀行信用風險實際的creditmetrics模型，分析了該模型運用的基本條件和限制條件以及如何使用默頓定價模型對creditmetrics模型分析結果進行檢驗。
  9. Secondly, it discusses the core issues on contingent claims of the risk - return and managerial procedures of risk identifying, measuring, controlling and decision - making. thirdly, it introduces the theories of portfolio management, asset pricing, arbitrage pricing, options pricing, hedge, comprehensive risk management. next, it expatiates the current risk management method which are extensively used in the real world, especially, the applying of var model in our country. finally, on the basis of above, the paper sets forth presentiment and administrative system

    第三章首先分析了投資銀行風險管理的內涵、風險管理的目標，闡述了風險管理的軸心-風險和收益的相機抉擇和風險的識別、衡量、控制和決策的管理程序。詳細介紹了資產組合管理理論、資本資產定價理論、套利定價理論、期權定價理論、套期保值理論和綜合風險管理理論等風險管理理論工具。對目前在國內外應用成熟的風險管理方法也作了闡述，特別對var模型在我國的應用進行了探討。
  10. 2 fundamental framework this dissertation builds on the general theme of financial structure in determining the nature, scope and strength of monetary transmission mechanism, with a focus on a theoretical and empirical analysis of the money and credit channels

    除導論外，本論文共分7章。第1章、第2章提供了關于金融結構與貨幣傳導機制關系的理論基礎與資產組合條件下的一般均衡分析框架。
  11. Scalable portfolio analytics solutions supported by multi - asset risk models - for enterprise risk

    多資產風險模型支持的可伸縮性投資組合分析解決方案企業風險
  12. In the framework of the markowitz mean - variance analysis, the modern portfolio theory is applied to the empirical study of the chinese stock market with emphasis of risk control and risk diversification

    在馬克威茨的均值-方差分析體系下，本文以投資人的風險分散和風險控制為主線探索現代資產組合理論在我國股票市場的應用。
  13. Based on the about 50 years development of mean - variance portfolio theory, this paper analyzes and discusses the relationship between return and risk of portfolios by using theoretical analysis and empirical study

    本文以五十年來均值-方差資產組合理論的演進和發展為線索，採用理論分析和實證研究的方法，分析和探討資產組合的收益-風險關系。
  14. Using the theories of portfolio and the krugman ’ s ” trilemma ", this paper analyzes the relationship of the internationalization of securities market and the financial risks. then this paper shows the necessary preconditions to the internationalization of securities market

    本文藉助國際資本流動理論中的資產組合理論和克魯格曼的「三元悖論」分析了證券市場國際化與金融風險的關聯性，並指出了證券市場國際化必備的前提條件。
  15. The third discusses the fund managers " various capabilities, such as market timing, industry sector selection, and stock selection. the fourth focuses on the risk - adjusted performance measures of the eight domestic mutual funds and comparison of these performance measures. final section composes of two chapters, one chapter discusses the various investment styles of the eight mutual funds ; another chapter gives some advice to the fund managers and fund investors respectively

    首先簡介了現代資產組合理論的主要內容以及在我國的應用情況；參數計算部分計算出了以後分析所需的參數；基金經理能力分析部分涉及到市場選擇能力、行業選擇能力和證券選擇能力；業績分析部分包括經風險調整后的基金總體業績分析和這些業績的置信水平分析；最後一部分包括基金投資風格的探討和筆者對基金管理者和投資者兩方面的一些建議。
  16. The classic exchange rate determination theory includes the theory of purchasing power parity and the theory of interest - rate parity. as the main part of modern exchange rate determination theory, the capital market method of exchange rate determination theory includes the currency model which includes elastic price model and viscous price model, the currency substitution model and the portfolio model. the contemporary exchange rate determination theory includes the speculation foam theory, the news model and the chaotic model

    經典匯率決定理論主要是指購買力平價理論和利率平價理論；現代匯率決定理論主要是指匯率決定理論的資產市場方法，包括：貨幣模型、貨幣替代模型和資產組合模型，其中貨幣模型可以分為彈性價格模型和粘性價格模型；當代匯率決定理論主要包括：投機泡沫理論、新聞模型和混沌分析方法。
  17. Your oto fortune account manager, together with the international elite consulting team, can provide not only rich products, but also advice on financial planning, investment suggestion, cash flow management, asset allocation and risk profiling based on your individual needs and circumstances

    沃德財富運用國際化精英投資顧問團隊和豐富多元理財產品，結合個人資產分析和金融市場產品信息，為您提供財務規劃、資產組合管理、投資建議、現金流量管理與風險管理，助您資產不斷增值。
  18. 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。
  19. In recent years, var risk management model has been generally accepted by the main commercial banks, investment banks, fund management companies and the institutions of the financial supervision. today, this model has become the most popular risk - measuring approach in the world. starting from the fundmental principle of the var risk management model, this paper firstly constructed a portfolio management framework which is based on this model, and analyzed three functions of this model in the framework : asset allocation, risk management and performance valuation

    本文首先在簡要介紹和分析var風險管理模型基本思想的基礎上，基於var風險管理模型構建了統一的資產組合管理框架，探討了var風險管理模型在資產組合管理中資產配置、風險管理和業績評價的三大功能；其次，通過實證分析檢驗var風險管理模型在國內金融市場中的有效性；最後，在研究分析現代金融風險管理發展趨勢和國內金融風險管理落後現狀的基礎上，對var風險管理模型在國內金融風險管理中的應用進行展望和分析。
  20. The relation between risk and return with the pricing of risk has been becoming the kernel parts of modern financial theory, all of capm, apt and the option pricing theory have contained plentiful basic thoughts on the analysis, pricing and management of risk and have become a stable theoretic foundation of the creation and development of modern market risk management

    風險與回報的關系和風險定價成為現代金融理論的核心內容之一。資產組合管理理論、資產定價理論和期權定價理論都蘊含著豐富的有關風險分析、定價和管理的基本思想，成為現代市場風險管理產生和發展的堅實理論基礎。
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