risk-return frontier 中文意思是什麼
risk-return frontier
解釋
風險收益邊界-
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。 -
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。 -
The cml is derived by drawing a tangent line from the intercept point on the efficient frontier to the point where the expected return equals the risk - free rate of return
Cml來自於從有效邊界上的截取點到預期回報等於無風險回報率的點畫一條切線。
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