風險價值 的英文怎麼說

中文拼音 [fēngxiǎnjiàzhí]
風險價值 英文
value at risk
  • 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...
  • 價 : 名詞1. （價格） price 2. （價值） value 3. [化學] （化合價） valence
  • 風險 : risk; hazard; danger
  1. The application of copula function in portfolio management

    函數在風險價值中的應用
  2. 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。
  3. This paper, using for reference of international vulgate class of risks, meanwhile considering domestic practical situation, presents risks early warning index system ; this paper, adopting the methods of quantitative analysis, presents the model of risks early warning system ; this paper measures the market risks of trust investment companies with widely used var method. at the same time, this paper establishes the base of risks early warning model by combining such method and other risk measurement into risk measurement model

    本文充分考慮了我國的實際情況，同時考慮了國際上通行的風險分類方法，建立了風險預警指標體系；採用風險定量分析和定性風險指標的量化評估等方法建立了風險預警系統的模型；借鑒國際上使用比較度的var風險價值量法來對信託投資公司的市場風險進行度量，並將風險價值量和其他風險指標採用風險度的方法融入到風險評估模型中，為建立風險預警模型奠定了基礎。
  4. 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。
  5. Across the industry, value - at - risk ? a measure of potential losses on a bad trading day ? has risen steadily

    整個行業的風險價值（用於計量在某一不利的交易日可能遭受的潛在價值損失）穩步上升。
  6. On the one hand, the author discusses markowitz ' s mean - variance portfolio selection model, single - index portfolio selection model, and simplified model of optimal portfolio selection. at the same time, based on the rules of optimal portfolio selection and other risk - metric indices, the author also discusses mean - absolute deviation model, mean - semivariance model and mean - value at risk model. on the other hand, the author discusses the asset pricing model, including the capital asset pricing model ( capm ), the multi - factor asset pricing model, and the arbitrage pricing model ( apt )

    一方面，作者討論了馬科維茲的均值-方差資產組合選擇模型、單指數資產組合選擇模型、最優資產組合選擇的簡化模型，同時根據最優資產組合選擇原則和其他風險度量指標，討論了均值-絕對離差、均值-半方差和均值-風險價值資產組合選擇模型；另一方面，作者討論了資產定價模型，包括多因素資產定價模型和套利定價模型，特別是在四種因素變量的基礎上，探討多因素資產定價模型。
  7. In the inefficient secqurities business, it ' s importan for investor and financial corporation to judge the value of the object that you invested. ms thesis explore the method to measure the risk of the corporati ( ) n and to determine the value of it in the asynunetric capital market

    在「非有效」證券市場中的投資者和金融企業，能否對投資對象的風險價值作出正確判斷是影響投資成敗的關鍵。
  8. Portfolio theory introducing a value - at - risk constraint

    引入風險價值約束的投資組合理論
  9. The traditional assessment mainly relies on experience and judge by hand, and lack risk analytical method. in this way, the assessment is subjective and random. adopting the advanced risk management method can heighten the level of security client ' s management

    傳統的評估手段主要依賴經驗判斷和手工操作，缺乏現金的風險分析方法和風險量化手段，主觀隨意性強，勞動強度大，採用先進的風險評估技術可以在很大程度上提高證券類客戶管理的水平，風險價值法就是一種比較先進的評估技術。
  10. It found a measurment of the objective risk of corporation based on 1he key factors of risk. we find the key factors of corporation risk by the key factors of the value of the corporation. ms measurment of the objective risk is also based on the new definition of risk in the theory of behavior finance. according to the theory of the information economics that look on the cash dividends as the method to transport information, it found a new way to measure the subjective risk. after the measurement of the subjective risk and objective risk, it explores a realistic way to evaluate the value of the corporation risk

    以行為金融學提出的對風險的重新認識為基礎，結合對企業價值驅動因素的分析，建立了以企業關鍵風險驅動因素為核心的企業客觀風險度量方式。通過對企業把現金分紅作為信號傳遞機制的信息經濟學分析，建立了衡量企業主觀風險大小的新方式。在確立了新的主、客觀風險度量模型的基礎上，還對風險價值的確定方式進行了實踐性探索。
  11. Based on the definition of the space forecasting uncertainty, value at risk ( abbreviated as var ) model was developed to identify the risk caused by the uncertainty of space forecasting

    基於生產面積預測不確定性的定義，本文應用風險價值（ valueatrisk ，簡稱var ）方法對這一不確定性帶來的風險進行識別並決策。
  12. The accord also enshrines an approach called value at risk ( var ), a risk - management technique that, like a gambler ' s optimism, has a worrying tendency to swell the longer things are going well

    協議也極力推崇一種風險管理的技術叫做風險價值（ var ） ，這種技術象賭博者的樂觀精神，有一種增強較長期進行的較好的事的令人擔憂的傾向。
  13. 2. aiming at derivative security with nonlinear payment function and the “ fat tails ” in the financial data, we induce the definitions of var in chapter 5 and discuss its characters from both the cash value and the returns ratios as a random variable. moreover, we deliberate the algorithm of var in detail and the advantages & disadvantages of the various algorithms

    2 .針對具有非線性支付函數的衍生產品以及金融數據明顯的「厚尾」現象，本文第五章對風險價值（ var ）分別從現金價值和收益率作為隨機變量兩方面進行歸納定義，討論了var的性質，並詳細研究了var的演算法及各種演算法的優缺點。
  14. In last chapter, a new conception and model for var, based on prediction are brought forward. finally, a kind of new kernel density estimating function, adapting to financial time series is employed to extend time series kernel density estimating model

    文中最後一部分，從風險價值預測的角度出發，建立了基於var預測的概念和模型，提出了一種適合估計金融時間序列分佈的核密度函數，並採用加權法推廣了時間序列核密度估計模型
  15. Because evt mainly studies extreme value and models the tail of distribution financial return, it can effectively forecasts and guards against the financial risk on the condition of lacking of sample data. more and more people recognize the great potentials of evt dealing with the risk of extreme event. especially evt can be used in application to value at risk due to modeling the tail of distribution

    極值理論主要以極值為研究對象，它注重模擬收益分佈的尾部，比較有效地解決了在缺少樣本的客觀條件下如何預測和防範金融風險的問題，因此，越來越多的人認識到極值理論在極端事件風險管理中的巨大潛力，特別指出的是極值理論是一種模擬收益分佈尾部的理論，所以可以應用於風險價值的測量。
  16. The optimal portfolio model based on cvar

    基於條件風險價值的投資組合優化模型
  17. Through analyzing the value structure of petroleum resource asset, this paper points out that china ' s value evaluation index system for petroleum resource asset should include real society value, potential society value, environmental value and risk value

    摘要通過分析石油資源資產的價值構成，指出目前我國石油資源資產價值評估指標體系應包括現實社會價值，潛在社會價值，環境（補償）價值和風險價值。
  18. The four kind of quantified risk methods, delta - normal school, historical - simulation, stress - testing and structured monte karlo are introduced systemically in this article, then they are distinguished in detail from methods excellent and inferior, apply circus, applied difficultly and easily. the conclusion on apply is targeted. on the basis, delta - normal school is taken apart and explained from the view of math and statistics, and aimed at the problems produced in practice, the covariance matrix is simplified, boost it up in practice

    自上個世紀90年代以來，出現了很多對市場風險進行量化的嘗試，其結果是產生了多種看法不一的模型與工具，其中被國際上廣泛接納和採用的是風險價值體系中對風險進行量化的數學方法。
  19. In the first part, we analyze the risk and reasons that a securities corporation in china is facing at present, then develops a securities corporation risk control system based on the realities in china by the ways of advanced qualitative management pattern from oversea. in the second part, we consider the existing situations that market risks became a major problem to a securities corporation, we have a method to measure developed market risk by adopting an advanced quantitative model var which is popular internationally, and we focus on studing risk metrics ( var - covar ) application in securities market of china practically. we conclude that var model is useful and effective at controlling market risks in china by our analysis and test

    第一部分通過對證券公司風險及風險成因的分析，借鑒國外先進管理模式提出了構建符合中國國情的證券公司風險控制體系，對目前我國證券公司主要業務的風險點及風險管理進行闡述，並佐以案例；第二部分針對市場風險日益成為證券公司主要風險的現狀，引入了國際上最廣泛使用的市場風險控制方法? ?風險價值法（ var ） ，從實用角度重點研究了方差協方差法在我國證券市場的應用，通過實證分析得出了在我國使用var控制市場風險是切實可行的結論。
  20. Value at risk can be applied in the fields of credit risk, liquidity risk, policy risk, operating risk and so on

    風險價值法在信用風險、流動性風險、現金流風險和操作風險方面可以在湖南工商銀行逐步得到應用。
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