portfolio value 中文意思是什麼

portfolio value 解釋
投資組合總市值
  • 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。
  • value : n 1 價值；重要性；益處。2 估價，評價。3 價格，所值；交換力。4 （郵票的）面值。5 等值；值得花的代...
  1. In chapter three, the author adopt conventional risk indices including p, bp and full range, and such portfolios management evaluation ratios as jenson ' s alpha, treynor ratio and sharpe ratio to evaluate risk - adjusted investment performance and relevant risk indices of value stock portfolio and of glamour stock portfolio in buy - hold average returns ( bhars ) and average monthly returns ( amrs ) term

    在文章的第三章，作者利用傳統的風險指標。 ， ?刀，和全距以及夏普指數、特雷諾指數和詹森指數對上述持有期為一年的一維、二維等權和權重價值反轉投資策略的價值投資組合和魅力投資組合的風險和投資業績進行了計算，同樣從買入並持有收益率和組合月均收益率兩個角度入手。
  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. 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。
  4. Portfolio theory introducing a value - at - risk constraint

    引入風險價值約束的投資組合理論
  5. As a holding company of the konica minolta group, konica minolta holdings, inc. will handle the control of group business through the corporate portfolio management as well as the management of corporate strategies, finances, and other areas of lateral business management for the group as a whole, with the goal of maximizing corporate value

    2 ）事業內容作為柯尼卡美能達集團的控股公司，以最大化地提高企業價值為目的，通過經營事業資產組合，進行對集團企業的統括、集團全體的經營戰略、財務、以及其它橫向的經營管理工作。
  6. Similarly, the rise and fall of portfolio ' s market value reflect the risk of portfolio. if the change of market value could be predicted, the risk of portfolio could be measured

    自營業務中投資組合市值的變動狀況表明了這種組合承受的風險，通過var模型預測該組合市值的變動可反映出投資組合承受的風險。
  7. An accompanying statement of valuation of the hong kong equity portfolio was also published annex 2, showing that the market value of the equity investments of the portfolio at the end of june amounted to hk 216. 8 billion

    此外，附載的香港股票組合市值表附件顯示，該組合於月底的股票投資市值為，億港元。
  8. Showing the stockholdings of the enlarged hong kong equity portfolio will be handed over to you later. you will see from the table that the additional hong kong equities to be passed to efil for management comprise hang seng index constituent stocks with a total value of hk 9 bn as at 11 december 1998

    大家會見到，交由外匯基金投資有限公司管理的新增加的香港股票情況，這些股票全部是恆生指數成分股，按一九九八年十二月十一日的收市價總值為九十億港元。
  9. 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。
  10. From the study on the 6 - years performance of value stock portfolio strategies, we can reach the conclusion : in the testing period of 6 years, the average accumulative extra profit of the conservative strategy and the positive strategy are higher than that of the general strategy, at a rate of 0. 874405 and 0. 93012. and the gaps are universal except for the first year

    並研究三種價值投資策略組合在6年檢驗期的表現，得出以下主要結論:三種組合在檢驗期保守型合計積極型價值投資策略組合的平均累計超常收益高於綜合型價值投資策略組合，以6年為持有期，前兩者與綜合型投資策略組合的收益差分別為0 . 874405 ， 0 . 93012 。
  11. Since the securities investment fund was first come up on march in 1998, it has six years development. till february 2005, there have been 124 securities investment fund published. even though the securities investment funds are developing fast, but the research about appraisal of the securities investment fund was only the first stage. some scholars attempted to do this thing, and some securities company also have reports about evaluation of securities investment fund, but there are not any feasible 、 fair 、 authorities methods and standards to evaluate of securities fund, and even any reliable evaluation outcomes are never published. the published information is only net value to be often know, the information about assets, liabilities, operation, portfolio can be known by annual reports and quarterly reports. published information on funds is defect, all these things make the investors know little about the funds, and even feel it mysterious, the result is to hinder the development of the fund. however, in the foreign countries, the ordinary investors often use funds as the investment tools. the evaluation outcome of securities investment fund is published everyday for the investors. to the fund managers, they must scientifically appraise their performance periodically or non - periodically, through this way, they can make asset of funds stable increase at long term. in a word, the scientific funds evaluation is very important to both the investors and the managers

    二、研究目的基金業績評價研究是促進基金業健康發展的重要環節。建立一套完備的基金業績評價體系無論對投資者和基金管理公司，還是市場監管部門都具有非常重要的意義。對于投資者而言，通過分析基金的業績，可以獲得基金投資操作的準確信息，從而能及時調整投資策略，做出正確的投資選擇，避免盲目跟從一些不實資訊而遭受損失;對于基金管理公司而言，建立科學的基金業績評價體系，不僅可以對基金經理的努力程度和業績水平給出具體的量化評價，還可以依此來分析所實施的投資計劃是否達到或超過了投資目標，發現投資計劃的不足，判斷基金投資策略在市場中的適應能力，總結管理成功的經驗，提高公司的經營管理水平;對于監管部門而言，則可以通過建立
  12. Showing that the market value of the equity investments of the portfolio at the end of december 2001 amounted to hk 85. 9 billion

    顯示，股票投資組合於年月底的市值為億港元。
  13. Then, this paper introduce a new method of measuring the risk ? ? cohesive value at risk ( cvar ), which is more logical than the var on optimizing the portfolio according to the characteristic of the stock bargaining market of our country, it constructs a corresponding index of liquidity risk of the stock assert of the open - end fund, and by constructing a optimized model in cvar, the liquidity risk of stock assert of the open - end fund is efficiently controlled

    接著，本文引入了一種全新測量風險的方法cvar方法，並且根據我國交易市場的特點構造了相應的開放式基金股票組合的流動性風險指標，通過構造cvar調整的投資組合風險優化模型有效的控制了股票資產組合的流動性風險。本文的研究表明: （ 1 ）開放式基金股票組合的流動性風險具有明顯的尾部風險。
  14. The essence of security portfolio risk is the indeterminacy of the security value movement

    證券投資風險的實質是證券資產價值運動的不確定性。
  15. The two - folded portfolio theory and the mathematical model on insurance company capital portfolio which have been put forth in this dissertation have a reference value on the investment and the insuring

    總之，本文所改進的二重投資組合理論方法及所創建的保險公司資產組合的數學模型可為投資和承保活動所參考。
  16. A portion of the portfolio of financial assets or financial liabilities that share the risk of interest rate of the same hedged ( only applicable to a portfolio of hedging in the fair value of interest rate risk )

    （三）分擔同一被套期利率風險的金融資產或金融負債組合的一部分（僅適用於利率風險公允價值組合套期） 。
  17. The thesis uses the var method ( value - at - risk ) to measure the credit risk of the portfolio, taking the loss of the portfolio as the criterion. the analysis is based on the default model and the credit metrics model respectively

    論文內容使用了var （ value - at - risk ，風險在險價值）方法，以貸款組合損失作為衡量信用風險的尺度，分別基於違約模型和creditmetrics模型進行了信用風險的量化分析。
  18. With regard to a fair value hedging of interest rate risk portfolio, the relevant items separately presented in the balance sheet shall, during the period from the adjustment date to the relevant date on which the re - pricing period ends, be amortized based on the effective interest rate re - calculated on the adjustment date

    對利率風險組合的公允價值套期，在資產負債表中單列的相關項目，也應當按照調整日重新計算的實際利率在調整日至相關的重新定價期間結束日的期間內攤銷。
  19. For example, a stock application can generate notifications about current stock prices and end - of - day portfolio value

    例如，股票應用程序可以生成有關當前股價和當日投資組合市值的通知。
  20. You can set up web queries to download selected stock prices every night, calculate your portfolio value, and print out your net worth - all by recording a macro

    您可以設置web查詢每晚下載選定的股票價，計算有價證券面值，並列印出凈贏利，所有操作均由記錄宏完成。
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