risk adjusted return 中文意思是什麼

risk adjusted return 解釋
風險調整報酬率
  • risk : n 1 風險，危險；冒險。2 【保險】（損失的）風險（率）；保險金額；被保險人，被保險物。vt 冒…的危險...
  • 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. According to emh, it is impossible for any investor to get risk - adjusted anomalous return for a certain long period

    股票市場如果是有效的，那麼任何投資者將不可能持續獲得無風險的超額收益。
  2. ( var ), and then measures capital at risk ( car ) which is used to resist the whole unexpected loss of the bank on the base of var of all risks, and correlates risk with income to calculate the risk adjusted return on capital ( raroc ) to evaluate the outstanding of banks

    對所有風險採用統一的量化標準? ?受險價值var ，然後以所有風險的var值為根據測量用以抵禦銀行整體意外損失的風險資本car ，並把風險和收益聯系起來計算資本的風險調整收益率raroc來衡量銀行的經營業績。
  3. Third, the author analyzes the method on rate of return, method on risk - adjusted rate of return, multifactor models, market timing model, and point out applicable range and defect on methods of above all

    再次，分析歸納了基金評價的收益率法、風險調整收益率法、多因素評價模型、基金的擇時選股模型，並明確了各種方法的適用性及缺陷。
  4. Basel ii is not just some over - complicated regime dreamed up by supervisors. banking business is about making profits by maximising risk - adjusted return. better understanding and management of risk can only help banks to achieve this

    銀行業是透過爭取最高的經風險調整回報來賺取利潤，所以更有效地理解及管理風險只會有助銀行達到這個目的。
  5. Now seems to be a good opportunity to liberalise the capital account further and allow the large pool of domestic savings to seek higher risk - adjusted rates of return overseas. so no celebration, and we remain vigilant

    目前似乎是內地進一步開放資本帳的好時機，讓大量內地儲蓄走出去，尋求回報較高但風險也可能較大的海外投資機會。
  6. Basically, the difficulty in assessing the risks of different financial instruments in different jurisdictions, and of the jurisdictions themselves, makes it difficult to calculate with confidence what the risk - adjusted rates of return are

    由於評估不同地區不同金融工具的風險及這些地區本身的風險相當困難，要準確地計算得出按風險調整的投資回報，就更加困難。盡管多個負有維持金融穩定責任的國際金融組織
  7. Charpter4 : first, the author puts forward the methods and principles of the funds evaluation, and chooses ten funds to analyze, evaluation periods includes from june 2000 to february 2002. the ways to be chosen are methods on rate of return and risk - adjusted rate of return

    第四章首先，提出本文基金評價的方法和原則，選擇我國的十隻基金進行了實證分析，評價期間為2000年6月至2001年2月，採用的方法是：收益率法和風險調整的收益率法。
  8. The rational explanation for this phenomenon is that the risk - adjusted expected rate of return of holding us assets is higher than that of domestic investments and that of investments in other parts of the world

    出現這個情況，理性的解釋是美元資產比本地或世界其他地方的資產有更高的經風險調整預期回報率。不過，我們還可以考慮其他幾個解釋。
  9. As the developing economies progress and the risk - adjusted expected rate of return in domestic investments or investments within the region rises relative to those of the developed economies, and as the growing concentration of claims against us residents leads logically to diversification, a significant correction in the external imbalance may eventually occur

    隨著發展中經濟體系不斷進步，相對在先進國家的投資，本地投資或區內投資的經風險調整預期回報率上升，同時對美國居民的債權的集中程度不斷增加亦理所當然地令投資者考慮分散風險，因此國際收支失衡的情況最終可能會出現大幅度調整。
  10. The adjusted r square of the illiquidity risk was found to be 62 % in the multi - factor regression, and the effect of size factor decreased greatly, the contrubtion rate of the turn - over rate was 70. 95 %, and the size was 29. 05 %. that means that the abnormal return rate is mainly at the expense of illiquidity risk. even though, the size effect still existed in the periods that were tested

    實際上，只有在固定時間長度分段的流通股本規模標準回歸方程中才包含規模因子，在包含規模因子和換手率因子的回歸方程中，換手率對超額率的貢獻為遠大於規模因子（ sz ） ，其貢獻程度達到70 . 95 ，而規模因子對超額收益的貢獻只有29 . 05 。
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