portfolio risk 中文意思是什麼

Apt risk model and portfolio analytics solutions

Apt風險模型和投資組合分析解決方案

Web - based portfolio analytics solutions and apt risk models

基於網路的證券分析解決方案和apt風險模型

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 。

Information disclosure and portfolio risk measurement

信息披露與投資組合風險度量

Further, as the umber of securities in an fi ' s asset portfolio increases, portfolio risk falls, albeit at a diminishing rate

而且，隨著債券種類在金融中間人的財產證券中的增加，有價證券的風險降低了，雖然降低幅度很小。

For example, exchange rate risk could be removed by constraining movements in the exchange rate for the convertibility undertaking to an even narrower range, settlement risk could be removed by changing the settlement convention from t 2 to t 0, and portfolio risk had already become less of an issue following the technical measures introduced in september 1998. 7

例如，只要把兌換保證匯率的變動限制在更窄的幅度內，便可消除匯率風險把結算慣例由t 2變為t 0 ，便可消除結算風險至於投資組合風險，繼1998年9月推出技術性措施后，亦已成為較次要問題。

In the self - settlement business, there exists policy - legal risk, market risk and portfolio risk

自營業務面對的風險主要有政策法律風險、市場風險和經營決策風險。

The essence of security portfolio risk is the indeterminacy of the security value movement

證券投資風險的實質是證券資產價值運動的不確定性。

Study for portfolio risk based on extreme value theory

基於極值理論的資產組合風險研究

Then, this paper empirically tested the validation and predictive accuracy of different var risk management model in the domestic financial market. finally, with the analysis of modem financial risk management development trend and the current domestic financial risk management situation, this paper made a prospect for the application of this model in the construction of domestic financial risk management system. through the analysis, the main conclusions are as follows : ( l ) the traditional mean - variance model is the special example of the portfolio selection based on the var risk management model for the case that the returns of the portfolio are assumed to be normally distributed ; compared with the mean - variance model, the var risk management model is more comprehensive and accurate in the measurement of the portfolio risk, so based on the var model, the investors can allocate the asset more effectively. ( 2 ) the var risk management model can provide the timely and comprehensive risk information for the top risk manager, so it is very helpful to the improvement of total risk management efficiency. ( 3 ) based on the var model, the raroc performance valuation approach can reflect the real performance of the portfolio manager and provide the coherent standard for the allocation of risk limitation and the construction of the incentive compatibility constraint mechanism in the financial instiutions

通過研究分析，本文主要得出如下結論： （ 1 ）傳統的markowitz均值? ?方差模型僅僅是在資產組合收益率正態分佈假設條件下基於var風險管理模型進行資產組合選擇的特例，與均值? ?方差模型中的方差風險度量方法相比， var風險管理模型能夠更全面、更貼切地衡量資產組合的風險，且基於此模型能夠更有效地進行資產配置決策； （ 2 ） var風險管理模型能夠滿足更高層次風險管理者對風險信息的需求，有助於整體風險管理效率的提高； （ 3 ）基於var風險管理模型的raroc績效評價能夠反映資產組合管理人的真實業績，從而為金融機構風險限額的分配和激勵約束機制的制定提供統一的標準； （ 4 ）國內證券市場資產組合收益率服從正態分佈的假設明顯不成立，實證檢驗表明基於資產組合收益率正態分佈假設條件下的方差? ?協方差模型對國內資產組合風險的預測存在較大的偏差，由於文中證明在收益率正態分佈假設條件下基於方差? ?協方差模型進行資產組合選擇的結果等價于markowitz的均值? ?方差模型，因此，均值? ?方差模型對國內資產組合風險的預測同樣會存在著較大的偏差，而半參數var風險管理模型則能夠取得較好的預測衡量效果； （ 5 ） var風險管理模型符合未來金融風險管理的發展趨勢，基於var風險管理模型建立內容提要風險限額內控體系、風險信息披露體系和業績評價體系，並進行金融監管，將有助於國內金融機構內部風險管理方法和外部監管技術跟上國際金融風險管理的發展潮流。

Fractural theory and security portfolio risk dispersion

分形理論與證券投資組合的風險分散

Real estate ' s unique characteristics make it a suitable investment choice under a range of market conditions, and the low correlation with other assets means it offers diversification benefits, which helps reduce portfolio risk

房地產的獨有特性令其成為適合於各種市況的投資選擇，它與其它資產的相關性較低，具有分散投資的優勢，從而有助於降低投資組合的風險。

Study of portfolio risk estimation based on value - at - risk technique

基於風險價值的投資組合風險度量研究

A dynamic strategy to controll portfolio risk

投資組合風險的動態控制策略

Portfolio risk margining system of hkex

香港交易所組合風險按金系統

Study on portfolio risk m

基於行為金融的證券組合風險管理研究

Application of portfolio risk management theory in bidding decisions of construction enterprise

多元化風險管理理論在建築企業投標決策中的應用

The concepts of diversification is familiar to all students of finance : basically, as long as the returns on different investments are not perfectly positively correlated, by exploiting the benefits of size fis diversify away significant amounts of portfolio risk ? especially the risk specific to the individual firm issuing any given security

多樣化這個概念對所有金融系的學生來說並不陌生：基本上來說，只要通過利用多樣化轉化相當部分的有價證券風險的所得收益在不同投資上的回饋並不是非常良性的關聯在一起? ?特別是針對個體公司所發行的債券的風險。

Thirdly, portfolio risk policy making of smes " loan. through analyzing the limitation of portfolio risk policy making mechanism of restricting personal loan quota in theory and actual operation it advances analyzing marginal risk of newly increased loan combining the former research conclusion

分析了我國通過限制單個借款人最大借款限額來進行組合風險決策在理論和實際操作上的缺陷，結合我國前人研究成果提出建立分析新增貸款的邊際風險來進行中小企業貸款組合風險決策。

In the last part of this paper, i choose investment funds in our stock market as empirical abject to test and verify how to apply var technique in portfolio risk management efficiently with some transaction data gained from domestic stock analytical software

圍繞著如何把、恤r風險管理技術應用於組合風險管理中，本文最後以證券投資基金為例，實證探討了、恤r方法在組合資產投資決策和績效評估方面的應用。