portfolio return 中文意思是什麼

portfolio return 解釋
證券組合投資收益
  • portfolio : n. （pl. portfolios）1. 紙夾；文件夾；公事包。2. 部長[大臣]的職位。3. 〈美國〉有價證券一覽表[明細表]；（保險）業務量[業務責任]。4. （藝術家等的）代表作選輯。
  • return : vi 1 回轉，回來，回去，返回，折回 （ to）。2 再來，又來；復發，回復，恢復。3 回頭說正經話，回到本...
  1. 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。
  2. Therefore, they require a higher return from the market portfolio than from treasury bills

    所以，他們要求從市場投資組合得到一個比短期國庫券更高的回報率。
  3. In figure 8. 7 we have plotted the risk and expected return from treasury bills and the market portfolio

    在圖形8 . 7中我們標出了短期國庫券和市場投資組合的風險和期望回報率。
  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. In the sixties of the 20th century, while it analyzed the relationship between the security risk and the return, the capital asset pricing model ( capm ), on the basis of security investment portfolio theory, put forward the pricing method of the security. the theory has succeeded in enduring the econometrical tests for more than ten years

    20世紀60年代，資本資產定價模型（ capm ）以markowitz的證券投資組合理論為基礎，在分析證券風險、收益關系的同時，提出了證券的定價方法，這一理論成功地經受了十多年的經濟計量檢驗。
  6. The portfolio considers the user ' s preference in addition to the common return and risk factors

    實證結果的分析分為兩方面：一、在遺傳演演算法搜尋績效與穩定性方面：其實驗結果均能滿足使用者需求。
  7. This paper constructed a new index : risk - return tradeoff ratio ( rrtr ), for portfolio selection, based on a premise that the reason of investors bearing the risks is to gain the super returns

    本文根據投資者冒風險是為了獲得超過無風險收益的超額收益這一基本假定，構造了風險收益抵換率這一指標作為投資者進行資產選擇的基礎。
  8. The empirical results show that one may reduce risk and increase return of a portfolio, - then improve its performance by constructing efficient frontier on the space of expected return / cvar

    我們的實證研究表明， cvar優化模型通過構造期望收益/ cvar有效前沿，在減少與控制組合的風險以及最大化組合收益方面具有重要的作用，從而可以提高組合的業績。
  9. Under legal constraints or unavailable to find a customized contract in the capital market, we suggest a method of synthetic basket put to insure the investment portfolio which is claimed to match the minimum required rate of return by the investors

    在法令限制，或者是在資本市場上無法找到符合投資組合需求之契約的情形下，我們提供了一個利用復制組合型賣權來保障投資組合的方法，同時此投資組合亦能滿足投資人最低報酬率的要求。
  10. Compared with ma yongkai and tang xiaowo ' s multi - factor model for portfolio investment decision, the merits of the new model are that not only the value of factor risk but also the expectation return rate is taken into consideration. and the properties and results of the model are more extensive, comprehensive and profound

    它相比于馬永開和唐小我的多因素證券組合投資決策模型的優點是：它不但考慮到了因素風險的大小，而且考慮到了期望收益率的大小，我們給出的性質和結論也更廣泛、全面和深刻。
  11. This decision was announced by the financial secretary in the 1998 99 budget speech. with effect from 1 april 1998, the fiscal reserves previously placed as hong kong dollar deposits with the exchange fund will be actively managed by the hkma as an integral part of the investment portfolio and liquidity portfolio such that the return on these government reserves will be linked to the performance of the exchange fund

    財政司司長在一九九八九九年度財政預算案中公布了這項決定，由一九九八年四月一日起，過去以港元存款形式存入外匯基金的財政儲備會由金融管理局積極管理，成為投資組合和流動資產組合其中一個重要部分。
  12. Because empirical distributions of rates of return on risky securities have characters of skewness and excess kurtosis, this article puts forward studying portfolio selection model conditional on non - normal stable distributions

    摘要針對風險證券收益率的經驗分佈所具有的偏態和過度峰態等非正態分佈特徵，提出在非正態穩定分佈條件下研究投資組合模型。
  13. Based on these, the author studies the relationship between return and risk of portfolio, respectively taking a - shares traded in shanghai security exchange and security investment funds as analysis object

    在此基礎上，作者分別以上海股票市場的a股股票和證券投資基金為研究對象，研究了資產組合的收益-風險關系。
  14. Open - end funds, a new vehicle in security market of china, combines the liquidity & convenience of current account and the high return of portfolio, which cause investors " general concern since they have been issued in september 2001

    開放式基金是我國證券市場一個新的投資品種，它集銀行活期存款的流動性便利性、證券組合投資的高收益於性一身。自從2001年9月開放式基金在我國發行以來，倍受投資者的關注。
  15. Decision - making of loans portfolio optimization based on principle of maximum risk return

    基於綜合風險收益的貸款組合優化決策
  16. Decision - making model of loans portfolio optimisation based on principle of maximum risk return

    基於綜合風險收益的貸款組合優化決策模型
  17. 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。
  18. An objective measure of performance is to compare the rate of return achieved against that of a benchmark investment portfolio which reflects the levels of risks and liquidity acceptable to a fund

    一個客觀的評估方法，就是利用可以充分反映基金所能承擔的風險和流動性的基準投資組合，將基金的回報率與基準投資組合的回報率作比較。
  19. On the other hand, this paper tried to study the risk budgeting on the application of portfolio through introduction of risk budgeting and bring in the multifactor model of security return to risk budgeting process to set up the risk budgeting system which

    另一方面，本文試圖通過對風險預算的介紹，考察風險預算技術在投資組合中的應用，將證券收益的多因素模型引入風險預算過程，建立基於多因素模型的風險預算系統體系。
  20. The author considers that portfolio selection theory mostly study the relationship between return and risk of optimal portfolios, its essential is return maximization or risk minimization, however, asset pricing theory mostly study the relationship between return and some influence factors of assets or portfolios when the capital market is in equilibrium

    作者認為，資產組合選擇理論主要研究最優資產組合的收益-風險關系，其實質是收益極大化或風險極小化；而資產組合理論則主要研究資本市場處于均衡狀態時，資產或資產組合的收益與各種影響因素之間的關系。
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