風險平均值 的英文怎麼說

中文拼音 [fēngxiǎnpíngjūnzhí]
風險平均值 英文
risk average
  • 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...
  • 平 : Ⅰ形容詞1 （沒有高低凹凸 不頃斜） flat; level; even; smooth 2 （高度相同; 不相上下） on the same l...
  • 均 : Ⅰ形容詞（均勻） equal; even Ⅱ副詞（都; 全） without exception; all
  • 風險 : risk; hazard; danger
  1. 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。
  2. The empirical results show : it is weak to explain the portfolios " return for 6 risk - metric indices, however, the two factor variables, the natural logarithm of average circulated market equity and the average of short - term ( one year ) historical return, are able to expla

    實證研究結果發現: 6種風險度量指標對股票組合收益率的解釋能力十分微弱，而平均流通市值的自然對數和平均短期（ 1年）歷史收益率2個因素變量對股票組合收益率的解釋能力達到76 . 2 % 。
  3. It is not many scholars to clearly prove the opinion of shifting the burden of proof, on the contrary the contradictory scholars are more prominent, for example the vice professor of southwest politics and law university, chengang, wuyue who translates and introduces the burden of proof of germany, because them there are more and more people support the opposite opinion, while in the draft of " civil evidence code ", the traditional idea win, in this draft the legislator abides by the present justice and our country ' s native circumstance, they made an scientific choice, of course, the burden of proof will directly influence the party " s possibility of losing the lawsuit, while the regulation of shifting the burden of proof increases the plaintiff ' s opportunity to win a lawsuit. to explain what is the shifting of burden of proof, the paper use the civil law as the example to point out the " reverse " is not entirly relieve the plaintiff s obligation of producing evidence, but in certain extent and in certain range make the defendant bear the burden of producing those proofs from the reverse way, which are originally beard by the plaintiff. in the three proceeding law, shifting the burden of proof have some differences, but the interior spirits are coincident - for the values of social justice and the legal reason

    論證舉證責任倒置的學者觀點明確並且論證十分充分的不多，相反卻是對此著書立說予以反駁的學者較為突出，如西南政法大學的副教授陳則博士，翻譯並介紹德國證明責任學說的吳越先生均是目前國內對舉證責任倒置持否定態度的代表人物，由於他們的推動使得國內持此說的人越來越多，但在《民事證據法（草案） 》的擬定過程中，並未采責任倒置的地位，這樣的立法選擇是建立在對我國法律實現的本土環境客觀認識的基礎上的科學選擇，誠然，舉證責任的分配直接影響到當事人在訴訟中的敗訴風險，而「倒置」規則的設計，則在此問題上增加了原告勝訴的籌碼，在理解何為舉證責任倒置時，本文著重以民事法為主線，指出這種「倒置」並非全部免除原告的證明責任，而是在一定范圍與一定程度上將通常應由原告負擔的舉證責任轉由被告從反方面承擔，舉證責任倒置在三大訴訟法中所體現的具體情形有所差異，但它們的內在精神是一致的?法律的理性與社會公平價值，在民事訴訟中舉證責任倒置的情形，一般總是將其局限於特殊侵權情形，而忽略了民事合同違約責任的訴訟中的原告也無須對被告應承擔違約責任的所有要件，對被告主觀上的過錯實行推定，若被告予以否定則應對其無過錯的證據舉證，在設置舉證責任倒置的規則時，從各國的立法經驗與法的內在價值要求可以總結出以下幾個原則:程序法與實體法結合原則，公平原則，訴訟經濟原則，保護弱者原則等，基於此完善舉證責任倒置的規則時首先應肯定舉證責任倒置的概念，其次立法應避免求大求全，再次要配合實體法的發展，最後還可以在司法領域嘗試判例的指導意義。
  4. Value partners classic fund formerly known as value partners " a " fund ranked number 1 out of 13 greater china equity funds, in terms of annualized total return and risk - return ratio

    惠理價值基金前稱value partners " a " fund -以風險回報比率及平均每年回報計算，十三隻大中華股票基金中排名第一
  5. Results show that qaidam mountain desert region has the highest average ecological risk value 4. 2585, followed by guoluonaqu alpine scrub meadow region 2. 7640 and qinghai and qilian mountain steppe region 2. 7335 among these ecosystems alongside qinghai - xizang highway and railway through six natural regions. as far as land cover types are concerned, the top three ecological risk values appear in the needle - leaved forest 4. 3096, desert ecosystem 4. 1174 and land without vegetation 3. 6182 respectively, which are higher than those in the other seven land cover types in the study site

    評價結果顯示：青藏公路鐵路沿線生態系統所跨越的6個自然區的平均生態風險值居前3位的是：柴達木山地荒漠區4 . 2585 ，果洛那曲高寒灌叢草甸區2 . 7640青東祁連山地草原區2 . 7335沿線10種植被生態系統平均生態風險值居前3位的是：針葉林生態系統4 . 3096荒漠生態系統4 . 1174和無植被地段3 . 6182 。
  6. Firstly, the author evaluated the fund through the technology and tested it with examples. basted on the capital asset pricing model and the theory of portfolio, the paper used the ratio of profit according time to evaluate the profit ; used the a and 3 to evaluate the risk ; used the sp, tp, a p to evaluate the profit according to the risk ; used the ability of liquid and so on to evaluate the fund portfolio. otherwise, the author corrected the asset of fund according to the specialty of our country

    技術面評價以證券投資組合理論和資本資產定價模型為基礎，運用時間加權收益率對基金收益進行評價；運用系數、系數對基金風險進行評價；運用夏普指數、特雷納指數、詹森指數、積極投資效率指數對基金進行收益和風險配比評價；運用基金平均市盈率、股票集中度、股票日換手率、基金流動性和基金平均漲幅對基金進行組合質量評價；並根據我國股市的特點對基金凈值進行修正計算，對基金實際價值進行評估。
  7. Study work mainly is : part one, look back and look ahead the financial development history and present situation that derives market and the futuristic tendency, summarize domestic and international theory and method about venture capital investment, discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two, establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three, covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four, have looked back the concept of option, the price relation of option and black - scholes option price formula, have put forward option price formula of the discounted value of option present value ; part five, have looked back the financial concept and its classfication that financial derivatives risk, have summarized financial risk management theory, measured and assessed methods of financial derivatives risk

    主要研究工作為：第一章，回顧和展望金融衍生市場的發展歷史、現狀和未來，綜述國內外關于風險投資的理論與方法，論述建立和發展我國金融衍生市場的必要性及重要意義；第二章，建立投資者的隨機期望效用與投資風險之間的關系? ?平均隨機占優；第三章，均值方差模型協方差矩陣的靈敏度分析與模糊分析；第四章，回顧了期權的概念、期權的價格關系和black - scholes期權定價公式，提出了歐式看漲期權價格的折現值所滿足的微分方程；第五章，回顧了金融衍生品風險的概念及其分類，總結了金融衍生品的風險管理理論和金融衍生品風險計量和評估方法。
  8. Some parameters chain may deviate from the expectancy value or average in the supply chain, such as demand, price, cost, and so on, and then there is a variance risk

    供應鏈中的某些參數，如需求、價格、成本等可能偏離供應鏈的預期值或者平均值，這就產生了供應鏈方差風險。
  9. The market possesses prior information about the mean and variance of the value of the risky asset, as well as the crosscorrelation between the public and private information

    在模型中，假設市場揭露了標的風險資產真實價值事前的平均數與變異數，以及公開與私有訊息之間的共變數等訊息。
  10. It can be found that the two models can measure the credit risk better and their numerical values of the var are relatively close, which means that at a certain confidence level, the portfolio ' s maximum loss calculated under the default model is familiar to the maximum loss in value resulted from the credit metrics model. however, under the default model the standard deviation of the loss of the loan is a bit more than the one which deviates from the average value of the loan under the credit metrics model ; in addition, the conclusion also demonstrates that the two models have some differences in the measuring the capital reserve to some extent

    從結果可以看出，這兩個模型均能較好地度量銀行貸款信用風險，其計算所得的var值比較接近，說明在給定置信水平下所能達到的最大損失和所能達到的價值上的損失在數值上是相近的；不過，違約模型下貸款損失的標準差要比creditmetrics模型下的貸款價值偏離其均值的標準差要大些；此外，結論還表現出二者在計量資本金要求上有所差異。
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