risk return analysis 中文意思是什麼
risk return analysis
解釋
風險收益分析-
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。 -
Furthermore, multi - investments can resolve the most part of nonsystematic risk. in chapter 4, the thesis estimated the value of by means of time series regression firstly. secondly, we used ways of equilibrium analysis to test the risk - return relation of shanghai a - share
在第4章，本文先通過時間序列回歸估計了樣本股票的值，然後以上證綜合指數作為市場組合分期進行橫截面檢驗來考察上證a股的風險-收益關系，本章採用了均衡分析方法。 -
It is desirable for all related insiders and outsiders to discern all potential risk in advance. this paper, with the adoption of special treatment resulted from abnormal financial position as the indicator of financial distress, the univariate variable analysis and multiple variable analysis as the research approach and some financial ratios as variable, tries to find an optimal financial distress prediction model of chinese manufacturing listed companies based on public accounting data. our finding demonstrate that five general financial ratios and three ratios concerning the cash flow have better predicting ability, the erroneous classification ratio are low. these five general financial ratios are earning per share, return on net assets, return on gross assets, growth rate of net profits, growth rate of net assets ; the three ratios concerning the cash flow are net cash flows from operating activities per share, net re - earnable cash flows / current liability, net cash flows from operating activities / net profit
研究結果表明，在單變量分析中，每股收益、凈資產收益率、總資產報酬率、凈利潤增長率、凈資產增長率這5個財務比率的錯分率較低、預測能力較強；經營活動凈現金流量與凈利潤之比、每股經營現金流量、可重復賺取的現金凈流量與流動負債之比這三個現金流量財務比率對于預測上市公司財務困境具有有效性；多變量分析中，應用費雪判別分析和典則判別分析得到兩個判別模型，在典則判別分析中，應用兩種方法確定所建模型的最佳分界點，檢測證明應用所得兩個判別模型進行財務困境預測的準確率很高。 -
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。 -
Conclusions could be drawn out through a positive analysis of some port companies : the factors that have a positive effect on the strategic target are the rate of main business return, the velocity of the assets, while the capital structure and the rate of the increase of the increase of investment have little effect, which illuminate that the port company should focus on the main business to enhance the return of net assets, it also shows that the business of the list port companies is over - concentrated, and should be diversified to lessen the operating risk ; the companies should accelerates the turnover speed of the assets ; the appropriate structure of the assets can bring benefit to a company, but the ultimate approach to enhance the return of the net assets is to look for items with high return ; the sightless investment made the increasing speed of return lag behind the expanding speed of the capital ; and result in no scale economic benefit
本文通過對部分港口類企業進行計量分析后發現港口企業的資本結構和投資對凈資產收益率沒有顯著的影響，而港口企業收入過分集中。針對未來財務環境發生的變化，本文從戰略財務管理的角度對南京港口集團公司提出以下建議：在投資領域，今後應以綜合物流為契機，專業化與多元化並重；適度發展集團化經營；優化資源配置，提高資產營運效率。在融資領域，要合理選擇融資渠道，降低融資成本，更多關注債務融資；確定合理的資本結構，控制負債風險，建立償債保障機制。 -
Topics to cover include the time value of money, net present value and other investment criteria ; use of discount cash flow for investment decision ; risk and return of investment ; project analysis, corporate financing, capital structure ; financial statement analysis, financial planning ; working capital management ; cash and inventory management ; risk management
涵蓋的主題包括金錢的時間價值，凈現值和其他投資準則；運用現金流量貼現法作投資決策；風險及投資回報，項目分析，合作融資，貨幣結構；財務報表分析，財務計劃；營運資本管理；現金和存貨管理；風險管理。 -
Analysis of risk - related return in activity of public rent - seeking
公共尋租行為的風險收益分析 -
Based on the about 50 years development of mean - variance portfolio theory, this paper analyzes and discusses the relationship between return and risk of portfolios by using theoretical analysis and empirical study
本文以五十年來均值-方差資產組合理論的演進和發展為線索，採用理論分析和實證研究的方法，分析和探討資產組合的收益-風險關系。 -
Empirical analysis on risk - return level of chinese insurance companies
中國保險公司風險收益水平實證分析 -
The relation between risk and return with the pricing of risk has been becoming the kernel parts of modern financial theory, all of capm, apt and the option pricing theory have contained plentiful basic thoughts on the analysis, pricing and management of risk and have become a stable theoretic foundation of the creation and development of modern market risk management
風險與回報的關系和風險定價成為現代金融理論的核心內容之一。資產組合管理理論、資產定價理論和期權定價理論都蘊含著豐富的有關風險分析、定價和管理的基本思想，成為現代市場風險管理產生和發展的堅實理論基礎。 -
This thesis begins with the theoretical basis of this case, follows with the current situation that tian fa company faces and the background of the project, and then taking both the theoretical and practical factors into account. to make the conclusion : the investment project of 2 x 50 mw thermoelectricity cogeneration in tian fa company is feasible from the prospect of financial management, and it is risk - resistant. i use three project appraisal techniques, i. e. payback period, net present value and internal rate of return and two risk analysis techniques, i. e. sensitivity analysis and breakeven analysis
論文首先介紹了案例分析的理論依據，緊接著分析了天發公司目前面臨的困境以及項目投資的有關背景，然後將理論與實際結合相結合，分析計算了項目投資的資本成本、現金流量表，應用回收期法、凈現值法和內部收益率法對該投資項目的效益進行財務評價，用敏感性分析和盈虧平衡分析兩種方法對項目的風險進行分析，通過分析和研究最後得出結論：天發公司2 50mw熱電聯產投資項目在財務上是完全可行的，並且具有相當強的抗風險能力。 -
This paper precedes analysis by examples on investment income in shanghai and shenzhen stock market from 1994 to 2005 by investment strategies with financial ratios as decision basis, inspecting average rate of return of various investment strategies, standard deviation for investment income, sharpe ratio of reward to risk, and analysis on these results. financial ratios in research include : price - to - book ratio, price - to - earnings ratio, price - to - sales ratio
本文主要對以相對估價法為決策依據的投資策略在滬深兩地a股市場1994年至2005年的投資收益進行實證分析，考察各種投資策略在這11年間的總收益、年度復合收益率、收益標準差、收益的夏普風險指數，並對結果進行了分析。 -
In chapter 2, we summarize the commonly process of the modeling using garch family models systemically. we establish garch 、 garch - m 、 tarch 、 egarch and garch - t models on return series, then use these models to analysis some volatility characters, such as high apex and thickness tail, permanence of volatility, the relation between return and risk and the asymmetry of volatility etc, lastly, we study the volatility forecast of the garch family models
第二章中，我們系統總結了garch族模型建模的一般步驟，分別運用garch 、 garch - m 、 tarch 、 egarch和garch - t模型對收益序列進行了建模，對波動性的高峰厚尾特徵、波動的持久性、收益與風險的關系以及波動的非對稱性等特徵進行了分析，最後對garch族模型的波動預測進行了分析。 -
Second : risk of the venture capital. fristly making a discussion on the risk the category and cause of the risk. secondly ; exploring three stages of the venture investment risk system, by procedure, and proposing a integrate risk - return analysis model at last, summering the character and regulation of venture capital, studying on the theo
討論了風險、風險的種類及創業投資的風險成因；武漢理工大學博士學位論文按流程探討了創業投資風險體系的三個階段，提出了一個完整的風險收益分析模型;總結提出了創業投資風險的特徵與規律;對風險管理的技術理論框架、風險管理的成本與效益進行研究，並辨析了創業投資的風險管理與傳統企業風險管理的區別。 -
The system consists of three parts, i. e. the risk - return characteristic of funds, the liquidity of their assets, and the level of investment management. this paper establishes an integrated evaluation function by factor analysis and determines the rates of funds by cluster analysis
該系統的指標體系由三個部分組成：基金的風險收益特徵、基金資產的流動性和基金的投資管理水平，然後使用因子分析方法構造綜合評價函數，最後使用聚類分析的方法確定基金的星級。 -
On this basis, in order to determine whether a proper investment decision should be made on the project while the industry is still changing, the author, after appraised to the project investment return, used a monte carlo simulation technology to perform a quantitative risk analysis for equity investment return of the project
在此基礎上，作者嘗試應用蒙特卡羅模擬技術就行業變革中市場風險對連州電廠二期項目股權資本投資回報的影響進行了定量分析，給出了相應的評價意見和建議。 -
Mr. tao guangyuan chief representative of beijing office, deutsch - chinese economic and trade cooperation center gave a presentation entitled opportunity, risk and return analysis on investment into renewable energy in china
德中經貿合作中心副總經理高級經濟師陶光遠先生作了題為在中國投資可再生能源的機會收益和風險分析的報告。 -
In the year of 1952, harry m. markowitz published his famous paper " portfolio selection " in the journal of finance. in this paper, he firstly studied the selection of portfolio by using the method based on mean - variance analysis. markowitz ' s studies started the research of relationship between return and risk of financial asset based on quantitative analysis method, his studies also became the methodical basis of modern portfolio theoretical analysis
1952年馬科維茲在《財務學刊》發表了著名的「資產組合的選擇」一文，最先採用均值-方差分析法研究了資產組合的選擇問題，開創了運用數理分析方法研究金融資產收益-風險關系的先河，並為現代資產組合理論的研究和發展奠定了方法論基礎。 -
Based on internal rate of return as dynamic index of financial evaluation, the authors quantitatively analyse the critical point of investment inflation for a project, which can be explained as follows. assuming that the project is in a definite time limit during which the internal rate of retum should not be less than minimun attractive rate of return ( marr ), an analysis is made on the critical value of allowable maximum inflation of investment cost. similarly, assuming that the project is in a definite investment, an analysis is made on the critical point of allowable maximum delay of time limit for the project. by critical analysis of inflation of investment and delay of time limit for a project, an investigation can be made on the capacity for a project to bear the risk of investment inflation and time limit delay ; and then a scientific basis can be offered for arranging invesetment and drawing up schedule of construetion
根據建設項目財務評價的動態評價指標? ?內部收益率，定量地分析建設項目的投資膨脹臨界點.假設在工期一定情況下，研究分析項目的內部收益率應該至少等於國家規定的行業基準收益率時，其允許投資費用的最大膨脹臨界值.類似於投資膨脹臨界分析，假設在項目投資一定情況下，得到允許建設工期的最大膨脹臨界點.通過投資與工期膨脹臨界分析，可以考察投資項目承受投資增加和工期拖延的風險能力，為合理安排投資和編制施工進度提供科學依據 -
Opportunity, risk and return analysis on investment into renewable energy in china
在中國投資可再生能源的機會收益和風險分析
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