portfolio framework 中文意思是什麼
portfolio framework
解釋
業務組合框架-
Because the current regular capital framework does not consider the diversification of credit portfolio and restricts the offset capability of short credit exposure, this paper designed an algorithm of the capital requirement of credit risk to consider offsetting
摘要基於現行法定資本體制不考慮信用投資組合的多樣化和限制空頭信用風險頭寸的補償能力，設計了一種考慮補償的信用風險資本要求的計算方法。 -
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。 -
The thrust is to investigate both theoretically and empirically the role of financial structure in the process of monetary transmission. setting out this kind of objective raises immediately the question of balance. the first two chapters aim to provide the theoretical frontier and as well an analytical framework in a portfolio - balance general equilibrium model for the role of financial structure in the transmission process of monetary policy
總之，本論文通過系統的理論檢索和對資金流量帳戶、美聯儲frb / us和英國英格蘭銀行mm的考察，提出了一個資產組合一般均衡模型框架;在該框架內，從理論和實證兩方面研究了金融結構及其在貨幣傳導過程中的影響，特別是對貨幣政策反應函數、貨幣傳導的利率渠道和信貸渠道的影響。 -
Hku s portimizer includes advanced data management, robust portfolio optimization, self - explanatory performance charts, a versatile customization framework for effective manipulation of assets and optimization of portfolios, as well as index tracking and performance evaluation of assets and portfolios. it was well recognized by microsoft and was deployed in the first microsoft high performance computing cluster in hong kong. the software was first developed as a teaching tool by the department of statistics and actuarial science with funding support from hku s teaching development grant, which is then jointly developed with and commercialized by versitech ltd. verstitech ltd is the technology transfer and commercialization arm of the university of hong kong
港大投資智庫系統拓展學界尖端科技，是為優化財務投資及風險管理而設計的應用工具，系統軟體包括先進的投資數據分析系統完備的投資組合優化程式簡明的投資表現分析圖及按個人投資需要而設計的多選項的模擬功能，並建立指數基金功能及投資組合表現評估，以達致有效的資產管理及優化投資策略。 -
Based on the internal control framework of coso and the enterprise risk management, considering the status quo and need of internal management of guotong corp., the case study method is adopted to put forward a management risk aversion mechanism with internal control as its core and enterprise risk management as its target, thus evading the risk management of portfolio investment
筆者參考美國舞弊性財務報告委員會成立的專門研究內部控制的委員會? ? coso委員會提出的內部控制框架，及其最新提出的全面風險管理理論，結合國通公司內部管理的現狀及需求，採用案例分析方法提出了構建以內部控制為核心的、以全面風險管理為目標的管理風險防範體系，以規避證券投資管理風險的設想。 -
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。 -
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。 -
This conceptual framework - essential statements summarized as ideas and grouped by theme - yielded essential components that we could then publish and use to deepen a shared understanding of portfolio management practices
此概念框架按照思想進行概括的且按照主題分組的要素陳述生成我們將會發布並用於加深對項目組合管理實踐的共享理解的 -
The design innovation have been implemented in the milestone management framework as the following : 1. the milestone management framework consists of 16 business decision milestones from mpp and spd. these milestones are organized into five phases that follow a standard and logical sequence for new product development, which include business case development, portfolio planning, project definition, project implementation, launch and closeout
里程碑管理框架對傳統的軟體開發項目過程管理模式，主要在以下四個方面進行了新的設計：第一，里程碑管理框架通過16個關鍵的里程碑決策點，將企業的市場產品線規劃mpp和新產品開發spd兩個核心業務過程劃分為商業計劃開發、投資計劃、項目定義、項目實現和項目交付收口五個階段進行管理。 -
The thesis, based on the present teaching situation in our school, presents a series of forms systematically designed for the portfolio evaluation, providing a practical framework to carry out the evaluation of inquiry study
本研究結合我校教學實際，系統地設計了檔案袋評價的系列表格，為開展研究性學習評價提供可運行的架構。 -
9. members preferred that a framework should be established whereby surplus assets in the backing portfolio could be transferred to the investment portfolio
9 .委員會成員較贊成的做法，是將支持組合的過剩資產轉撥至投資組合內。 -
In continuous - lime framework, assuming that asset price follows stochastic diffusion process, it introduces parametric uncertainty, and applies stochastic dynamic programming to derive the closed - form solution of optimal portfolio choice, which maximizes the expected power utility of investor ' s terminal wealth ; in discrete - time framework, continuous compounding monthly returns of risky asset are assumed to be normal i. 1. d., it applies the rule of bayesian learning to do empirical study about two different sample of shanghai exchange composite index
在連續時間下假設資產的價格服從隨機擴散過程，引入參數不確定性，利用隨機動態規劃方法推導出風險資產最優配置的封閉解，使投資者的終期財富期望冪效用最大；在離散時間下假設風險資產的連續復合月收益率服從獨立同分佈的正態分佈，通過貝葉斯學習準則，以上證綜合指數不同區間段的兩個樣本做實證研究。
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