非系統性風險 的英文怎麼說

中文拼音 [fēixìtǒngxìngfēngxiǎn]
非系統性風險 英文
unsystematic risk
  • 非 : Ⅰ名詞1 （錯誤） mistake; wrong; errors 2 （指非洲） short for africa 3 （姓氏） a surname Ⅱ動詞1 ...
  • 系 : 系動詞（打結; 扣） tie; fasten; do up; button up
  • 統 : Ⅰ名詞1 （事物間連續的關系） interconnected system 2 （衣服等的筒狀部分） any tube shaped part of ...
  • 性 : Ⅰ名詞1 （性格） nature; character; disposition 2 （性能; 性質） property; quality 3 （性別） sex ...
  • 風 : Ⅰ名詞1 （空氣流動） wind 2 （風氣; 風俗） practice; atmosphere; custom 3 （景象） scene; view 4 ...
  • 險 : Ⅰ名詞1 （險惡不容易通過的地方） a place difficult of access; narrow pass; defile 2 （危險） dange...
  • 系統性 : systematicness系統性原則 principle of systematization
  • 系統 : 1. （按一定關系組成的同類事物） system 2. （有條理的;有系統的） systematic
  • 風險 : risk; hazard; danger
  1. Henriksson and merton ( 1981 ) regard the timing ability as a free put option. goetzmann, ingersoll and ivkovic ( 2000 ) try to catch the accumulated value of a sequence of such options. we conclude that gii model may pay a more applicable role in the timing study from the theoretical point of view

    在對模型的構造進行深入的研究后，我們發現， tm模型假設時機選擇使組合的系統風險呈非線性特徵， hm模型將時機選擇視為一免費的看跌期權， g模型進一步捕捉看跌期權在整個評價期間內的價值。
  2. This paper starts with interrogatory with capm ; analyzes the most basic risk concept, the risk expression method ; clarify the concept of systematic risk with idiosyncratic risk ; questions about marketing portfolio, diversification investment. then, we accept the capm as a reasonable first order approximation

    本文的思路是先破后立，將研究的起點放在對capm的質疑上，從分析最基本的風險概念、風險的表示方法入手，層層抽絲撥繭，對系統性風險與非系統性風險的劃分、市場組合、組合投資等概念提出疑問。
  3. However, if we, individual economies and the international financial community, can muster the determination to tackle these challenges, we will go a long way in helping to reduce systemic risks, and improve the functioning of the international financial system and the stability of the financial markets

    當然，這並非我們所面對的所有挑戰。然而，只要個別經濟體系和國際金融界能下定決心，處理這些挑戰，我們就能大大減低系統性風險改進國際金融體系的運作，以及使金融市場更趨穩定。
  4. In chapter two, under non - lipschitz condition, the existence and uniqueness of the solution of the second kind of bsde is researched, based on it, the stability of the solution is proved ; in chapter three, under non - lipschitz condition, the comparison theorem of the solution of the second kind of bsde is proved and using the monotone iterative technique, the existence of minimal and maximal solution is constructively proved ; in chapter four, on the base of above results, we get some results of the second kind of bsde which partly decouple with sde ( fbsde ), which include that the solution of the bsde is continuous in the initial value of sde and the application to optimal control and dynamic programming. at the end of this section, the character of the corresponding utility function has been discussed, e. g monotonicity, concavity and risk aversion ; in chapter 5, for the first land of bsde, using the monotone iterative technique, the existence of minimal and maximal solution is proved and other characters and applications to utility function are studied

    首先，第二章在非lipschitz條件下，研究了第二類方程的解的存在唯一性問題，在此基礎上，又證明了解的穩定性；第三章在非lipschitz條件下，證明了第二類bsde解的比較定理，並在此基礎上，利用單調迭代的方法，構造性證明了最大、最小解的存在性；第四章在以上的一些理論基礎之上，得到了相應的與第二類倒向隨機微分方程耦合的正倒向隨機微分方程系統的一些結果，主要包括倒向隨機微分方程的解關于正向隨機微分方程的初值是具有連續性的，得到了最優控制和動態規劃的一些結果，在這一章的最後還討論了相應的效用函數的性質，如，效用函數的單調性、凹性以及風險規避性等;第五章，針對第一類倒向隨機微分方程，運用單調迭代方法，證明了最大和最小解的存在性，並研究了解的其它性質及在效用函數上的應用。
  5. Chapter one : concept of stock investment risk discusses the meaning and classification of the stock investment risk. classification that this article pays close attention to are things according to different nature and whether they could be dispersed or not, divides stock investment risk into the systematic risk and unsystematic risk

    第一章「證券投資風險的概念」 ，討論了證券投資風險的涵義及分類，而本文關注的分類是根據其性質不同以及能否分散，將證券投資風險分為系統性風險和非系統性風險。
  6. The former is necessary to activate the stock market, and the latter will give rise to great harm to the stock market, even to the development of the whole national economy

    理性泡沫是活躍股市所必需的，而非理性泡沫是由於系統的金融風險以及市場狂熱而形成的股市價格的過度膨脹。
  7. The starting point of the thesis is oriented to nonsystematic risk management, i. e., analyze the inherent risks of commercial banks with the car - purchasing loans, control and manage them by system - design and technology - design

    本文研究的出發點被定位在非系統性風險管理上，即對商業銀行在開展汽車消費貸款業務過程中的內部風險進行分析，並通過制度和技術設計來控制與管理風險。
  8. Both big systematic and non - systematic risks exist in chinese stock market

    我國股市存在很大的系統性風險與非系統性風險。
  9. This article proceeds with the meaning and classification of the stock investment risk, divides stock investment risk into the systematic risk and unsystematic risk. then discuss the questions of measuring on different stock risks such as individual stock and stock portfolio separately, and apply some measuring methods to stock market of china, attempt to construct the index system of risk measurement standard, and take the corresponding measures to realize the effective control on stock investment risk

    本文從證券投資風險的涵義及分類入手，將證券投資風險分為系統性風險和非系統性風險，分別討論單個證券以及組合證券不同性質風險的度量問題，並將一些度量方法應用於中國證券市場進行檢驗，試圖構造風險度量的指標體系，並採取相應措施，以實現對證券投資風險的有效控制。
  10. 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。
  11. 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。
  12. When you are creating a security - critical system, an extra pair of eyes often helps, especially if the eyes are alert to real security risks

    當您建立安全性至關重要的系統時，一雙額外的眼睛經常會有所幫助，尤其是當這雙眼睛對實際安全性風險非常警惕時更是如此。
  13. Based on such starting - point, the dissertation makes a systemic analysis on the new features of international short - term capital movement against the background of globalization of finance, clearly points out that the intrinsic instability of the short - term capital movement could escalate into abnormal system risk, which could result in financial crises if combined with the intrinsic vulnerability of financial system of the emerging markets

    本文以此為出發點，系統分析了金融全球化背景下國際短期資本流動發生的一系列新變化，鮮明地指出國際短期資本流動在金融全球化背景下其內在的不穩定性可能上升為非正常的系統性風險，在一定的條件下同新興市場國家經濟金融體系的內在脆弱性結合，必然引發金融危機。
  14. Results of the research show, in fund pu - feng, the systematization risk only accounts for 57 % of general uncertainty risk of the expected profit ratio, the proportion of fund xing - he and fund jing - fu are 77 % and 75 %. this result shows that the diversified portfolio of these three optimizing index funds are not well diversified portfolio, the non - systematization risk has not been eliminated effectively

    計算結果表明，基金普豐收益率總風險中系統性風險的解釋比例僅為57 ，基金興和、基金景福也分別只有77和75 ，顯示該三隻優化指數基金的分散化投資程度不夠充分，非系統性風險沒有得到有效的消除。
  15. The major conclusions are as following : the macro - economy cyclic is an important factor in systematic risk of chinese capital market, but the system root of this risk is the low - efficiency of chinese capital market in resources location because of the government administration control and intervention and the government recessive guarantee to the capital market. the capital market was used by government to help the state - owned enterprise transformed their operation system and collect money, which leaded to the low - efficiency of governance in the listed company

    研究表明，宏觀經濟波動作為導致系統性風險的一般因素，也是我國資本市場系統性風險的重要因素，但並非主要因素；我國經濟體制轉軌時期，政府對資本市場的控制和行政干預，政府為市場提供隱性擔保，使資本市場成為尋租的場所，導致資本市場資源配置等市場化功能弱化和低效，投機盛行，才是較高系統性風險的制度根源。
  16. In order to provide the empirical testimony, we imitate ff ( 1, 993 ) three factors model to establish a model contained idiosyncratic risk factor, and use the shanghai a market data to carry on the examination

    為提供實證方面的依據，本文仿照ff （ 1993 ）的三因素模型建立了包含非系統性風險因子的實證模型，並採用上海a股市場數據對其進行檢驗。
  17. Agricultural insurance is to avoid systemic risk of non - agriculture ( such as natural, etc. ) important strategy is the modern market economy conditions of the three pillars of agricultural development ( agricultural technology, agricultural finance and agricultural insurance ) one

    農業保險是規避農業非系統性風險（如天災人禍等）的重要策略，是市場經濟條件下現代農業發展的三大支柱（農業科技、農業金融和農業保險）之一。
  18. From then on, financial economists have worked in several directions to improve capm. relaxing the underlying assumptions of the model developed various forms of multi - factors models. however, scarcely any research has explicitly proposed that idiosyncratic risk should be priced

    但是將系統性風險以外應定價的因子提煉出來，質疑係統性風險與非系統性風險兩分法，從而明確提出非系統性風險應該被定價的研究現在還鮮有人涉足。
  19. There are also some abnormity in nowadays security market in chinaserious systematic risk embodied by abnormal fluctuating of stock price ; market maker " manipulating prevail on the background of imperfect information reveal system and regulation system ; market credit and interests and confidence of public investors impaired by the outstanding nonsystematic risk of individual stock

    分析我國證券市場發展現狀，股市價格的異常波動幅度體現了嚴重的系統風險，在信息披露制度很不完善、監管體武漢理工大學碩士學位論文制不夠健全的背景下，流行「莊家」炒作行情，個股的非系統性風險非常突出，傷害了市場信用和公眾投資者的利益和信心。
  20. We do our research on the basis of other researchers and the thesis of the capm. at first we introduce related theories of the capm and look back on the empirical research of the capm. then we use empirical test to try to find out whether the capm can be used as far as the china mobile telecom industry is concerned

    最近20年來對capm檢驗的焦點不是，而是用來解釋收益的其它非系統性風險變量，本文的研究思路也是如此，選取了和其它風險因素如公司規模size 、收益價格比e p等作為研究的自變量，以預期收益率為因變量對capm進行檢驗。
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