factor model 中文意思是什麼

factor model 解釋
因子模型
  • factor : n 1 〈英國〉經銷人；（代客買賣收取傭金的）經紀人；代理商；代辦人；〈蘇格蘭語〉 土地經管人。2 要素...
  • model : n 1 模型，雛型；原型；設計圖；模範；（畫家、雕刻家的）模特兒；樣板。2 典型，模範。3 （女服裝店僱...
  1. The thesis, somehow, is a summary, which expounds the main contents of traditional portfolio theory ( tpt ) and mpt, also gives a comparison between tpt and mpt ; analyses two aspects of markowitz theory, one is the effects of risk disperses and the demonstration, the other is how to make an optimal portfolio strategy ; researches into capital assets pricing model ( capm ), factor model ( fm ) and arbitrage pricing theory ( apt ) respectively in three parts ; studies another two parts, one is the premise of mpt, which is the efficient market hypothesis ( emh ), the other analyses the behavior finance theory ( bft ) produced in the background of challenging and querying to emt and capm. the thesis finally discusses the researching and applying prospects of mpt in china

    論文對現代資產組合理論與傳統資產組合理論分別進行了分析，並對兩者進行了比較研究，對馬克維茨的均值? ?方差理論從資產組合風險分散效應和最優資產組合選擇兩方面進行了重點分析，對資本資產定價模型、因素模型、套利定價理論進行了一定深度的分析和研究，對現代資產組合理論的前提假設? ?有效市場理論及在對有效市場理論和資本資產定價模型形成挑戰和質疑背景下提出的行為金融理論進行了論述，論文最後分析了現代資產組合理論在我國的研究及其應用的廣闊前景。
  2. 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 。
  3. We found the model which established by fama and french is suitable for chinese stock market. then we test the so - called ‘ new - year effect ’. we drew the conclusions that the m / l and b / l portfolios have the ‘ january effect ’ and the m / m portfolio has the ‘ february effect ’. the coefficient of three - factor model is an important systemic risk guideline of investment object

    對f / f的三因素模型的應用而言，模型的擬合程度，模型回歸系數的顯著性以及在動態投資過程中，模型回歸系數的穩定性等對模型的實際應用起到非常重要的作用。
  4. A comparative study of myers briggs ' typology model and the five - factor model

    麥氏人格模型與大五人格模型的比較
  5. An epidemic model of friendly worm counter - attacking network worm is proposed based on two - factor model, with the conditions that the machine number of the network is fixed during propagation

    這對于基於主動擴散的良性蠕蟲主動對抗惡性蠕蟲具有一定的指導意義。其次，研究基於ascm模型的良性蠕蟲主動擴散演算法。
  6. 3 gray factor analysis ? common factor model let random vector be written as common factors, they are unobservable random variables. s1, s2, . . sp are said to be specific factors. from ( i x ( ii ), the common factors are independent with each other, st only act on yi, the aij of matrix is called loading of factor, a = ( aij ) is called the loading matrix of factors ; because cov

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  7. The article introduces four new models of the ego - defense mechanism, including reality negotiation model, dual - process model of defense, and three - factor model of defense, as well as a further exploration of its specific type - projection, summarizes the clinical, the relational, and the experimental research method of this topic in the current personality field, and gives the authors some considerations about this topic in the present study

    考察了自我防衛機制的四種新的理論模型（現實處理模型、防衛的雙過程模型、三維防衛模型、以及投射發生機制的新解釋）和自我防衛機制的臨床研究、相關研究、實驗研究三種取向，並闡述了作者對該問題當前研究趨向的幾點思考。
  8. ( 2 ) for cross - sectional risk factors, both capm and fama & french three - factor model cannot account for profitability of medium and short term momentum strategies, but for long - term strategies, may explain a little

    （ 2 ）截面風險補償方面： capm與fama - french三因子模型皆無法完全解釋中短期慣性策略之利潤表現，而對較長期的策略獲利的解釋力有所增強。
  9. The five - factor model of personality disorder studies abroad

    國外人格障礙五因素模型研究述評
  10. Five - factor model and analysis on partner ' s personality structures in intimate relationships

    模型與親密關系中的伴侶人格結構探微
  11. Analysis and research on five - factor model of first division volleyball coaches in china

    我國甲級隊排球教練員人格五因素的分析與研究
  12. Firstly, the literature reviews of psychological research on internet use are introduced, which are followed with a five - factor model of personality to testify the relationships between internet use and personality of adolescents

    研究首先介紹了心理學關于網際網路使用的研究現狀，然後引出大五人格理論用以驗證青少年人格特徵與網際網路使用之間的關系。
  13. The results of exploratory and confirmatory factor analysis ( efa and cfa ) show that the construct validation of the scales is good. the five - factor model is consisted of neuroticism, extraversion, openness to experience, agreeableness, and conscientiousness ; the goal orientation scale has three factors ? learning goal orientation, avoiding goal orientation, and proving goal orientation ; the transformational leadership scale has second - order factor structure and could be subdivided into four facets - idealized influence, inspirational motivation, intellectual stimulation, and individual consideration

    這說明中國管理人員的人格特質可以用大五人格理論來解釋；中國企業管理者特質目標定向具有三因素結構，即學習目標定向、迴避目標定向和證實目標定向；變革型領導理論基本適用於中國文化，並具有二階單因素結構，包括四個一階子因素? ?領導魅力、感召力、智力激發和個性化關懷。
  14. Chapter 3 focuses on the relations between knowledge and organizations. on the basis of leavitt ' s diamond model of organizational factors, a six - factor model of organizations is proposed. the stock and struc

    在kbtod模型的基礎上，第六章提出組織結構的兩大基本模式：以知識應用為基礎的組織結構和以知識創新為基礎的組織結構。
  15. The authors research on the middle - south of qinshui basin, analyze the numerical connection of permeability and its influencing factor and construct compound factor model by mathematics geology method

    在其基礎上，文中以沁水盆地中南部為研究區，通過數學地質方法，分析和研究滲透率與其影響因素的數值關系，並研究和建立滲透率影響因素復合模型。
  16. Compared with ma yongkai and tang xiaowo ' s multi - factor model for portfolio investment decision, the merits of the new model are that not only the value of factor risk but also the expectation return rate is taken into consideration. and the properties and results of the model are more extensive, comprehensive and profound

    它相比于馬永開和唐小我的多因素證券組合投資決策模型的優點是：它不但考慮到了因素風險的大小，而且考慮到了期望收益率的大小，我們給出的性質和結論也更廣泛、全面和深刻。
  17. In respect of the motivation of monitoring, a multi - factor model is established to analyze the internal factors and external factors that affect the willingness and intention of institutional investors

    在監督積極性方面，本文建立了一個多因素的模型，考察影響機構投資者監督積極性的內部因素和外部因素。
  18. The three - factor model provides a substantially lower estimate of the risk premium for computer stocks than the capm

    三因素模型比capm提供了明顯更低的對計算機股票風險溢價的估算值。
  19. On the basis of that, we have an empirical research on the possible factor which influencing stock returns of our companies listed in shenzhen stock markert from a micro aspect. our research uses multifactor model combined with cross - section regression and econometrics, test the ff three - factor model of security portfolios and industry portfolios

    實證研究採用多因素模型的理論框架，結合橫截面回歸方法和計量經濟學的檢驗手段，對深圳股票市場股票組合和行業組合的f / f的三因素模型進行了實證研究。
  20. On the basis of summarizing risk budgeting technique in being, this paper introduces multi - factor model into process of risk budgeting, and sets up program of multi - factor - risk budgeting

    摘要本文在對現有風險預算技術進行評述的基礎上，將證券收益的多因素模型引入風險預算過程，建立了基於多因素模型的風險預算方法。
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