風險厭惡者 的英文怎麼說

中文拼音 [fēngxiǎnyànězhě]
風險厭惡者 英文
risk averter
  • 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...
  • 厭 : 動詞1 （滿足） be satisfied 2 （因過多而不喜歡） be fed up with; be bored with; be tired of 3 （...
  • 惡 : 惡構詞成分。
  • 者 : Ⅰ助詞1 （用在形容詞或動詞後面 或帶有形容詞或動詞的詞組後面 表示有此屬性或做此動作的人或事物） 2 ...
  • 風險 : risk; hazard; danger
  • 厭惡 : detest; abhor; abominate; be disgusted with; antipathy; aversion; miso-
  1. Based on the principle of essential arbitrage is not allowed, the correct attitude toward risks is just to ignore, either aversion or favor will create chance of essential arbitrage for others

    按照「不可本贍利」原則，對待「風險」的正確態度是不偏不倚，厭惡或者偏好都胎繃u人融「本；腳鵬」 。
  2. In capm mode, investors are presumed to be risk aversion people and faced with the market of risk asset. effect collection and deviation collection are produced by both subjective and objective conditions. at last, the premium portfolio and discount rate are drawn

    它假定投資者為武漢理工大學碩士學位論文風險厭惡者，面對風險資產市場，由投資者的主觀和市場的客觀條件綜合作用形成了其選擇的有效集和最小方差集，從而找到最佳投資組合和期望報酬率（作為貼現率使用） 。
  3. When the risk - aversion degree of portfolio managers is higher than that of investors, the risk level chosen by the former will be higher than the latter expect

    當基金經理風險厭惡程度小於投資者風險厭惡程度時，基金經理所選擇的風險水平要高於投資者的期望。
  4. The dynamic asset allocation model under the downside - risk - averse framework is more reasonable and scientific and thus is more applicable in practice

    作者指出，下偏風險厭惡模型架下的動態資產配置模型在理論上具有更強的科學性和合理性，在實際應用上具有諸多優越之處。
  5. Of most concern to creditors is global liquidity. when risk aversion mounts ? as it surely will again at some point ? emerging - market borrowers are usually quick to feel the effects

    全球貨幣流通性是信貸投資者的最大憂慮。當風險厭惡氛圍抬頭? ?並且在一定水平上必然提升，新興市場的發債者通常會迅速感受其影響。
  6. Furthermore, the thesis is useful in the further explanation of investor ' s behaviors and the understanding of the characteristics of investor ' s risk - aversion, and it can proffer theoretical for macro - control of the capital market

    同時本論文還有利於深入解釋投資者的行為、理解投資者風險厭惡的特性。另一方面，本論文的結論可以為資本市場的宏觀調控提供理論支持。
  7. The analysis of sensitivity suggests that the optimal liquidation strategy and liquidation time are determined by volatility of market price, liquidity of asset and risk adverse reference, and then needs to select the right liquidation strategy according to the correlative condition

    敏感性分析表明，最優變現策略和變現時間由市場價格波動率、資產的流動性和機構投資者的風險厭惡偏好共同決定，需要投資者相機選擇合適的最優變現策略。
  8. Based on the above background, at first, thesis analyzes the characteristics and risk in ship investment. secondly, it presents two kinds of utility function about risk - averse decision - makers. combining with bayes method, author set up ship investment risk evaluation model

    基於以上背景，本文首先分析了船舶投資的特點及投資項目所面臨的四類風險，結合效用理論給出兩種風險厭惡型投資者的效用函數，運用貝葉斯分析方法建立一種新的船舶投資風險模型。
  9. In regards to techniques employed in active asset allocation, the author found that models applied in asset allocation can be divided into the optimal mean - variance model and risk averse asset allocation model, according to their different risk levels, and they can also be divided into linear asset allocation model and non - linear asset allocation model according to whether the asset return follows a normal distribution

    關于積極資產配置的技術，作者研究結論認為，積極資產配置模型按對風險的不同測度標準可區分為，均值方差最優化框架下的資產配置模型和下偏風險厭惡框架下的資產配置模型兩類；按是否假定資產收益服從正態分佈，可區分為線性資產配置模型和非線性資產配置模型。
  10. On along using two assumptions in portfolio theory : market efficient and investors are risk - aversion, this thesis constructs a multi - cycle portfolio model and works out the investor ' s investment strategy, with the analysis of investor ' s risk preference and the function of investor ' s risk - aversion and making use of dynamic programming optimization method

    在沿用了標準資產組合理論市場有效率和投資者風險厭惡型條件與假設的基礎上，構造了一個多周期的資產組合模型，通過對投資者的風險偏好的分析，結合投資者的風險厭惡函數，利用動態規劃的優化方法得出了投資者的最優選擇策略。
  11. Clearly the probability law of the return for a derivative asset ( associated with the basic risk asset ) depends only on the real probability in distribution of the ( random ) return of the basic risk asset ( this is surely unique ), nothing related to the artificial risk - neutral probability. do n ' t you think this is un - consistent

    但衍生資產回報的概率規律中南大學博士論文摘要顯然依賴于基本風險資產回報的概率規律而不是依賴於人為的「風險中性概率分佈這就造瞅們腑風險持不同的態度，傳統的理論認為「理性」的投資者（或者鵬）是「厭惡風險的」 ， 「偏好風險」是艦。
  12. ( 3 ) we solve the model of portfolio by using evolutionary programming under the condition of the covariance matrix which is a non - positive matrix, design the methods which can solve markowitz ' s model and multifactor portfolio model. and we improve on markowitz ' s model, establish the optimal model under the conditions that the investor is risk - avoid or risk - like

    此外，本文對均值?方差模型進行了改進，得出了投資者為風險偏好或風險厭惡時的資產組合模型，設計了相應的進化規劃演算法，給出了算例，並比較了各模型的差異，分析了改進模型的意義。
  13. The compliance officer should report directly to the managing directors. art. 12 should be amended to include in the manager s responsibilities, first, marketing and promoting funds and, second, pursuing legal rights on the part of the funds that it manages, subject to the supervision of the independent directors of those funds

    期望理論認為投資者對收益的效用函數是凹函數，而對損失的效用函數是凸函數，表現為投資者在投資帳面值損失時更加厭惡風險，而在投資帳面值盈利時，隨著收益的增加，其滿足程度速度減緩。
分享友人
分享到 Line

分享到臉書