stock-at-risk 中文意思是什麼

stock-at-risk 解釋
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  • stock : n 〈德語〉 滑雪手杖。n 1 （樹等的）干，根株，根莖。2 【園藝】砧木；苗木；原種。3 〈古語〉木塊，木...
  • at : 1 Air Transport（ation） 2 【電學】 ampere turn 3 antitank 4 Atlantic Time 5 alternative technolo...
  • 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...
  1. So we consider five financial indexes includes stock b / p, e / p, current stock size, current stock stru and financial levge by the international tradition, then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b. in the third chapter, the article fut forward a risk factor model, estimates yield sequences of every risk factor by weight regression, and then estimates each risk factor coefficient of different stock by time sequence regression, at last we can reckon the portfolio risk o2p and yield rp which consists n stocks

    結合國際慣例，文章考慮了股票的凈值市價比（ b p ） ，市盈率倒數（ e p ） ，流通規模（ size ） ，流通比例（ stru ）和財務杠桿（ levge ）等五個財務指標，應用描述性統計檢驗和橫截面統計檢驗等多種方法，結果表明，除系數以外，凈值市價比（ b p ）和流通規模（ size ）對證券收益率部有重要的影響。在論文的第三章，提出了一個基於多因素的風險因子模型，並用加權回歸和時間序列回歸等方法估計出了不同證券的各風險因子系數（類似於單指數模型中的系數） ，據此，即可衡量出一個包括n只股票的組合的風險_ p ~ 2和收益率r _ p 。
  2. In this article, firstly the background of the textile trade conflicts within sino - us or sino - euro are introduced, thus learn that how to discern and dodge the foreign trade risks, how to choose the appropriate investment projects have already become one of the most important questions for exporting companies on foreign trade affairs well - known as high investment and high risk. so the main text makes a risk analysis qualitatively and quantitatively on a textile - exporting trading company from three angles of statistic 、 game theory and portfolio theory, which is the main content that we studied. firstly, the statistic article adopts data of the transaction closing price of the textile clothing index in shenzhen stock exchange at the end of each quarter as well as several other kinds of data reflecting the macro - economic changes, performs an empirical analysis of these data according to the theory of co - integration test 、 granger cause test and impulse response function of time series in economitric, and learn that the impact to ti is more obvious by the economic index reflecting local commodity price level and economic prosperity degree home and abroad, as well as the impact degree and the time lag degree, and knows the macro - economic risks faced by textile business enterprises ; after that by the game theory angle we analyze exactly the managing risks faced by one textile export corporation named beauty. from the game expansion chart the system arrangement between censor ways by exportation goal countries and exporting strategies by the exporting enterprises has been analyzed. involving the benefit assignment between them both the limited rounds and infinite rounds negotiations of cooperation games have been studied, and then country responsibility and the enterprise managing risks on foreign trade affairs and so on have been analyzed exactly ; in order to realize the investment multiplication in the certain degree to disperse the risk, the

    本文首先介紹了中美、中歐紡織品貿易爭端的來龍去脈，由此可知在涉外貿易這種以高投入、高風險著稱的行業里，如何甄別和規避外貿風險、如何選擇合適的投資項目已經成為外貿企業的首要問題。因此，正文分別從統計學、博弈論和投資組合三種角度對涉外紡織品貿易公司風險進行了定性和定量的分析，這也是本文的主要研究內容。首先，統計學篇選取了深圳證券交易所行業分類指數?紡織服裝指數（ ti ）每一季度末的交易收盤價和若干種反映宏觀經濟變化的指標，利用計量經濟學中時間序列的協整檢驗、 granger因果檢驗和脈沖反應函數等理論做實證分析，從而得知反映國內物價水平和國內外經濟景氣程度的經濟指標對紡織板塊上市值的沖擊比較明顯，且可知沖擊程度和時滯度，進而分析出涉外紡織企業所面臨的宏觀經濟風險;接著，從博弈論的角度具體分析一家紡織品出口公司（ beauty ）的外貿活動所面臨的各種經營風險，該篇從博弈擴展圖入手，分析了出口目的國審查方式與本企業出口策略之間的制度安排;並圍繞雙方的利益分配，研究了有限回合和無限回合合作談判博弈，然後具體論述了國家責任和企業涉外經營風險等問題;在一定程度上為了實現投資多元化來分散風險的目的，投資組合篇從經典的markowitz模型著手，在一些特定條件的限制下，給出了一個相應的投資組合模型。
  3. At last, the author discussed the approach of releasing the two types of risk, pointing out that it must be the only outlet to breaking the path dependence effect and pushing the institutional bifurcation. the innovativeness of the dissertation was manifested in the following facets : first, the two heterodox paradigms were concluded after a thorough and systematical retrospect ; second, a brand - new framework was established by embracing the two paradigms ; third, the concepts of risk and financial risk, especially their information and institutional contains, were expatiated under the framework ; fourth, the characteristics of china ' s economic structure and financial structure and their theoretical meanings were well concluded ; fifth, the commercial banking systematical risk and the stock market systematical risk of china were well explored and explained, and some solutions were reached

    文章創新之處主要體現在以下幾點：通過對既有文獻的廣泛深入了解，歸納出兩個可能對主流經濟學形成挑戰的經濟學研究範式；通過模型化模擬，探討了將兩個範式相互融會貫通、從而建立起具有更好解釋能力和預測能力的理論體系的可能；在上述理論體系下對風險與金融風險進行了經濟理論和經濟史理論層面上的闡釋；以上述闡釋為基礎，對我國經濟結構與金融結構特點進行了理論歸納，對我國目前的商業銀行系統風險與股票市場系統風險進行了深入剖析，並總結出可行的化解途徑。
  4. As a developing country in the process of transmission, we suggest that china select a synthetical method to finance annuity, including the social insurance tax, pension bond, social insurance lottery, treasury compensation and selling national assets, etc. at the same time, in the aspect of operation, we combines fixed assets investment, company and financial investment, stock investment and commerce credit to decrease risk and increase the value of annuity

    本文認為作為轉軌過程中的發展中國家，中國養老金籌資方式的選擇應綜合利用社會保障稅、養老保障國債、社會保障彩票、財政補貼和國有資產變現等方法，同時在運營方面要將固定資產投資、企業與金融債券投資、股市投資、商業信用等方法結合起來使用，以降低風險，確保增值。
  5. The continuous volatility of metal market prices for stock market traded metals, e. g. nickel, copper at the lme london metal exchange and its price risks are covered with market oriented instruments of risk management for you

    在倫敦金屬交易市場london metal exchange上買賣的金屬，例如鎳銅銻，價格變化無常，我們用符合市場需求的工具來保障價格變動的風險您承擔風險。
  6. Over half a billion pounds was wiped off nokia ' s stock market value this morning after it admitted that 46m of its mobile phones are at risk of overheating

    繼諾基亞承認其將近46萬部手機電池存在過熱的危險后，今天早上諾基亞上市股票下跌了一半
  7. This paper discussed the actuality of our stock market, risk and measures from the problems of inside and outside of the research in nation particularly. it comments and analysis several famous and popular investment theories, at the same time, it points their shortage. it discussed every investment implement particularly, on this base analyses the security investment, recited every investment method and erected right investment ideas

    本論文從國內外同類研究存在的問題出發，詳細論述了我國股市的現狀、存在的風險及其防範對策，並且詳細闡述了各種投資工具，在此基礎上進行了證券投資分析，評析了當今流行的著名的各種投資理論，指出了他們存在的片面性。
  8. Executive stock option system is one mature incentive model and its core is to endow company ’ s manager the right to buy ordinary stocks at fixed price and at future given time. in order to alleviate moral risk, the owner of executive stock options can benefit from the growth of the company

    經理股票期權制度是一種成熟的激勵方式，其核心是給予公司的高級管理人員在未來某特定的時間按某一固定價格購買本公司普通股的權力，使股票期權持有者能夠享受到未來公司成長的利益，從而達到降低道德風險的目的。
  9. The results showed that : the integrated ecological risk was presented symmetrically along brahmaputra, and was mitigated from valley farming area to mountain pastoral area ; the hazards of main risk sources to risk suffer in each sub - region was differently, drought was the common risk source and imperils farming and stock raising severely ; aimed at enhancing the ability of fighting drought, controlling flood and stabilizing sand engineering measures should be taken steps to prevent those hazards ; mountain hazards must be controlled in resident area and along arterial traffic ; manual work should be done to void hail in those area where hails attacked heavily ; there is need to promulgated risk knowledge to herdsmen for strengthening their risk consciousness and improve the ability of preventing risk and self - help after hazards happened in the pasturing area

    扎囊縣綜合生態風險沿雅魯藏布江呈現對稱型分佈，並由河谷農業區向高山牧業區逐漸降低；各亞區的主要風險源對風險受體的危害強度差異較大，乾旱是共同的風險源，造成的農牧業生產損失最為嚴重；抗風險措施主要有在河谷地帶採取工程措施以提高抗旱、防洪和固沙能力，在半山臺地加強治理居民點及交通沿線的山地災害，在多雹區進行人工消雹；在高寒牧區向牧民傳播風險知識，以加強其風險意識，提高規避風險和災后自救能力。
  10. 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。
  11. It shows that although some new market risk sources will appear, it is feasible to develop stock index futures in china at present under the circumstances that the bourses, the supervising organizations, the broker institutions and the market participants can fully understand the investment risks of stock index futures and master the measures of risk management

    指出：雖然開展股指期貨會產生一些新的市場風險源，但只要交易所、經紀代理機構、監管機構和市場參與者能夠對股指期貨投資的風險有充分認識，並了解風險控制的措施，那麼在我國目前的經濟條件下，開展股指期貨是完全可行的。
  12. Chongqing jicheng automobile electronic co., ltd ( cjae ) is a stock company launched between no. 24 research institute of china electronic science & technology group, chongqing chang an automobile group co., ltd and chongqing science & technology risk investment co., ltd. aiming at r & d and production of automobile electronic products, cjae commits itself to develop automobile electronic industrialization, as well as to promote high technology related automobile signaling electronics

    重慶集誠汽車電子有限責任公司是由中國電子科技集團公司電子第24研究所、重慶長安汽車（集團）有限責任公司和重慶科技風險投資有限公司投資組建的股份制企業，致力於汽車電子產業化發展，定位於汽車電子產品的研發、生產，並不斷拓展車輛信息電子及服務等相關高科技領域。
  13. In the chapter three, after making a comparison with three standards of the optimum capital structure, i lead utility function into the method of maximum income - equity rate and establish the risk - utility model with the base of present of capital structure. at the same time, i take a sample analysis on wugang stock

    第三章在比較分析了目前流行的衡量最佳資本結構的三種標準后，筆者結合我國上市公司資本結構的現狀，引入效用函數，對權益收益率最大法進行了改進，提出了風險效用模型，並進行了實證分析。
  14. Chapter four control the stock investment risk, aims at the different types of risks discussed above, has constructed a systematic scheme to control the investment risk effectively. firstly, it utilizes basic analytic approach, the technological analytic approach and index system of the risk measurement to control individual stock ' s unsystematic risks in minimum ; secondly, it uses modern investment theory to dispel the unsystematic risks through combination investment. finally, our country should introduce the stock price index futures and so on in good time, utilize stock price index futures to hedge the stock portfolio and control the systematic risks of the stock portfolio, thus can finally realize the effective systematic controls on stock investment

    第四章「證券投資風險的控制」 ，針對前面討論的不同種類的風險，構造k碩士學位論文物篇夕m引皿』 s 」 l 」 i壓引s一了個有效控制投資風險的系統方案：首先，利用基本分析法、技術分析法和風險度量指標體系，將單個證券的非系統性風險控制在最小；其次，利用現代投資理論，通過組合投資來消除非系統性風險；最後，我國應適時推出股票指數期貨等衍生余融工具，利用股指期貨對證券組合進行套期保值，就能控制證券組合的系統性風險，最終實現對證券投資風險的有效系統控制。
  15. Under current situation, aimed at optimizing its joint - stock industrial structure, one feasible way is to build financial holding company ; improving the structure of corporation governing of state - owned commercial banks is concerned about external and internal governing ; as far as supervision is concerned, the author proposes using basle framework for reference, specifying the transition from administrative and regulative to authoritative and risk supervision ; and the author also raise questions to the legalization concerning bank supervision

    在wto背景下，對國有商業銀行進行股份制改造以優化其產權結構的可行途徑之一，就是組建金融控股公司；而改進國有商業銀行的法人治理結構需要從外部治理和內部治理兩個角度來考慮：在銀行監管方面，作者提出了借鑒巴塞爾體制，將我國的銀行監管從行政性、合規性監管過渡到權威性、風險性監管的具體思路，並且提出了有關銀行監管法律化問題。
  16. 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。 。
  17. Chapter 3 introduces the basic models and algorithms of prevail used risk measurement method - value at risk ( var ). also back - tests of the models are checked and comparisons between them are investigated. then chapter 3 provides evidences from china ' s stock market that estimating functions model and garch - m model are fitted and verified respectively

    第三章詳細地介紹當今已有的各種var估計模型的方法、發展動態以及back - test檢驗，並比較了其優缺點，同時指出其各自的適用范圍，重點應用估計函數模型和garch - m模型對我國股票收益率數據進行實證分析和模型檢驗。
  18. Stock market risk - depending on the closing price of the underlying stock on the stock valuation date, you may receive the interest return calculated at eld interest rate plus the pre - determined number of shares instead of the principal

    股市風險-除以股票掛?存款利息計算之利率收益外，您可能會獲得既定股數的股票，而非本金，這將視乎掛?股票在結算日的收市價而定。
  19. Application study of value - at - risk methodology for measuring risk in shanghai and shenzhen stock markets

    風險估值在滬深股市風險測量中的應用研究
  20. Then the statistical characters, value at risk, distribution of correlations and the relation between correlation and the amount of sample are discussed. and some valuable conclusions are drawn out : dispersed investment theory, robert ' s doubts on " validity of market theory ", " random stroll theory " become conscious. some characters of the classifying blocks of listed companies in sz stock market, such as " quick up and slow down ", " up together and down by turn " also become conscious

    對中國股票市場行業板塊數字結構特徵的挖掘和實證分析方面做了一定的研究並得到一些有價值的結論： 「分散投資理論」的預期結果被觀察到，羅伯特?希勒對「市場有效性理論」 、 「隨機漫步理論」的質疑被觀察到；我國深圳股票市場在數據採集期的市場表現的一些總體特徵，如「快漲慢跌」 、 「輪漲齊跌」等被觀察到。
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