risk-value index 中文意思是什麼
risk-value index
解釋
風險價值指數-
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。 -
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。 -
Generalized pareto distribution ; returns ; tail index ; value at risk ; capital - loss coefficient
Gp分佈收益率尾指數風險值資本損失系數 -
In the aspect of contract ' s design, its include the determination of contract value, minimum fluctuation of price, last settlement price and margin level etc. in risk management of stock index futures, the means of price ' s stabilization, the ways of avoid of market manipulation, the clearing member and market margin system and so on have been put in operation
在股指期貨合約設計方面，主要體現在合約價值、最小價格波動、最後結算價、保證金水平等方面的確定方式。在股指期貨風險管理方面，主要採用股指期貨市場價格穩定措施、對市場操縱的防範措施、股指期貨市場結算會員制度、市場保證金制度等。 -
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。 -
According to the problem of the ornamental horticulture company, the value - increasing management is explained in detail, including market analysis and forecast, risk of demand and supply, production, nursing, higher added - value, and manpower capital. the evaluation index system based on eva is discussed and established too
針對觀賞園藝公司存在的主要問題，引入增值管理的理念，從市場預測、供求風險、產品生產、產品養護、產品高附加值和人力資本等6個方面，詳細闡釋了增值管理的措施;探討並建立了評價體系和指標，為優化觀賞園藝公司的管理提供了新思路。 -
Here the operations research, economics and related knowledge are used to analyze this issue. the author firstly elaborates such issues as : finance decision - making, investment environment analysis, decision making evaluation index, and investment risk analysis, and then a dynamic multi objective programming model is set up. there are three objectives in the model, which are npv, value and opportunity loss
本文針對我國航運企業的經營特點及其所面臨的問題，運用運籌學中的多目標規劃法，在分析闡述融資決策、投資環境、投資決策評價指標及投資風險分析的基礎上，提出並建立了船舶投資決策多目標規劃模型，在船舶運營經濟效果、決策者效用值、機會損失等方面，對各種投資方案的不同特點進行了比較選優。 -
Through analyzing the value structure of petroleum resource asset, this paper points out that china ' s value evaluation index system for petroleum resource asset should include real society value, potential society value, environmental value and risk value
摘要通過分析石油資源資產的價值構成，指出目前我國石油資源資產價值評估指標體系應包括現實社會價值，潛在社會價值，環境（補償）價值和風險價值。 -
Chapter three the positive research of our country ' s stock market that utilizes the risk measurement index, uses the index and method about measurement of risk which discussed in chapter two, has carried on the positive research to the investment risk of china ' s stock market, and draws two conclusions : first, decentralized investment really can reduce unsystematic risk, dispel over 90 % unsystematic risk when the number of stocks are about 10 ; second, when general trend of events downwards, choose stock portfolio with low value, can reduce investment risk of stock portfolio effectively
第三章「我國證券市場利用風險度量指標的實證研究」 ，用第二章中討論的有關風險度量的指標和方法，對中國證券市場的投資風險進行了實證研究，並得出兩個結論：一是分散化投資確能降低非系統性風險，當組合股票數為大約10隻時已消除超過90的非系統性風險；二是當股市大勢向下時，選擇值較低的投資組合，可以有效降低證券組合的投資風險。 -
Some properties of the generalized pareto distribution are discussed. then gp model is used to analyze the returns to shanghai stock index, shenzhen stock index and the stock prices of two specific companies. a quantitative indicator of extreme changes in stock index and stock price is mentioned. the estimation of value - at - risk is also discussed
討論了gp分佈模型的某些性質，利用此模型對上證指數深證指數和2家公司股票價格的收益率進行分析，給出股票指數和價格極值波動程度的量化指標和風險值var的估計值。 。 -
So it can avoid risk of model and computer rightly the var of extreme event. this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt, then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method
本文系統地闡述了極值理論和極值分佈特徵，以上證指數為例，將極值理論應用於風險價值的計算，並將應用結果與傳統var方法計算的結果進行了比較分析，最後得出結論：傳統的var計算模型是靜態的模型，應用極值理論計算var的模型是動態的、相對保守的模型；與歷史模擬法相比較，極值理論具有超越樣本的預測能力。 -
Finally, the subject judgement model is applied as an assessment model of ships collision avoidance, and the mean sj value of sea areas is suggested as index of collision risk degree. at same time a relative membership model of fairway risk is established, which assess the danger degree of all fairways of the dalian port. the evaluation results more tally with the results of simulation
為對所提出的模擬模型進行檢驗分析，本文還提出了航道危險度的相對隸屬度模型，並以大連港為實例分別對該港的各航道段水域危險度情況進行了評價，所得的結果與模擬結果較為相符，從而證實了本文所提出的模擬模型具有可信性和可行性。 -
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 -
In thes paper, we set up a risk quantiative appraisal system for the scientific risk management of the real estate invesbent whih is based on the probability theory, mathematial statistics and fmancial anaiysis theorythis system developes the application of the probability theory and mathematical statishcs to the risk appraisal on the base of current risk appraisal methods. what ' s more, in orde to filfulthe need of prachcal application, we create a set of risk - fmance index models in whih we analyze five kinds of twortant risk in the real estate investinen from their orighs, such as the general price fluctuation risk, the markt risk, the interest rate risk, the operation risk and the decision risk. ih the system, standard deviation of the npv ( net present value ) is uesed as the quantitative index of the singe risks and the whole risk. in addition, we connect the system with risk avoiding tactics in the risk managemen of a proect. all these provide a decision basis for risk management
本文應用概率論、數理統計、財務分析等理論為房地產投資風險的科學管理建立了一套風險定量評價系統。該系統是在現有的風險評價方法的基礎上，將概率論和數理統計的理論在風險評價中的應用進一步深化。並結合房地產投資的實際，從風險形成的原因出發，針對其中影響較大的幾類風險像利率風險、物價風險、行業風險、經營風險、決策風險，建立了一套風險- - -財務指標評價模型，運用凈現值的標準差這一指標將房地產投資所面臨的個體風險和整體風險定量化，同時與項目風險管理中的風險規避策略有機地結合在一起，為房地產投資的風險管理提供了決策的依據。 -
Since there are defects in traditional performance evaluation system which mainly rely on financial index, so it will have realistic meanings to introduce idea on whole risk value for improving management in commercial bank
但以財務指標為主的績效考評體系存在缺陷，須引進全面風險價值管理理念，這對商業銀行提升績效考評具有重要的現實意義。 -
On the basis of keeping to the principle of index system building, the paper advances a new index system, which comprises real society value evaluation index, potential society value evaluation index, environmental value evaluation index and risk value evaluation index
在遵循指標體系建立原則的基礎上，導出了一套新的指標體系，該評價體系包括現實社會價值評估指標，潛在社會價值評估指標，環境價值評估和風險價值評估指標。 -
It not only lowers the degree of unbalance among the capital market participants in their acquisition of information, but also helps to realize the role of stock prices as a reliable index to measure the actual value of a company, and, as a result, reduces the risk of the investors and realizes the normal operation of the capital market
它不僅可以降低資本市場參與者之間的信息不對稱性程度，還有助於實現股票價格對于公司真實價值的再現，最終降低投資者風險，實現資本市場的有序運轉。 -
In this paper, based on finance appraisal of list company and commercial bank, introducing the value - at - risk to fetch up the traditional financial index system, and further creating secondly - relative appraisal model based on the analysis of principal components and dea takes the non - finance factor into account ; and then, through the proving study of eight listed bank, it shows that the listed bank in shanghai and shenzhen is not as strong as in hongkong
本文在評述有關上市公司財務評價和商業銀行財務評價的基礎上，引入測量金融市場風險的指標var以彌補傳統上市公司或商業銀行財務評價指標體系的不足，並構建將主成分分析和數據包絡分析相結合的二次相對評價模型以彌補對非財務性指標考慮的不足；然後以滬、深、港8家上市銀行為樣本進行實證研究，研究結果表明，內地上市銀行與香港上市銀行在財務績效和經營管理者主觀有效努力程度上存在一定差距。
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