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- In the process of development there are three types of efficient market model: expected return model, random walk model and downside martingale model. 在其发展过程中出现了三种有效市场模型:预期收益模型、随机游走模型以及下鞅模型。
- expected return model 期望收益
- An economic model for valuing stocks by relating risk and expected return. 通过相关风险和预期回报来确定股票价值的经济模式。
- The model looks at the spread between the non-risk-adjusted DDM expected return and AAA-rated corporate bonds. 该模型着眼于没有经过风险调整的DDM预期的利润与各种AAA级公司债券之间的差幅。
- They would drop out of the APT formula for expected return. 它们将退出期望回报率的APT公式(也就是说不在考虑范围之内)。
- The portfolio combines three major elements of expected return, liquidity and diversification-risk constraints after going through the risk control model. 有关专门投资组合会通过参考风险控制模型,把预期回报、流动资产和分散/风险限制这三大原素合而为一。
- Like the capital asset pricing model, arbitrage pricing theory stresses that expected return depends on the risk stemming from economywide influences and is not affected by unique risk. 如同资本资产定价模型,套利定价理论强调期望回报率取决于经济体影响造成的风险而且不受独有风险的影响。
- In this paper, we use a portfolio selection model suggested by Telser [1955], which allocates financial assets by maximizing expected return subject to the VaR constraint set by the fund manager. 确定提拨计画只问提拨过程而不问投资结果的方式,使得退休员工必须自行承担基金运用成败的风险,而资产配置是决定一个投资组合的报酬与风险的最重要因素。
- Carry-over of Losses/ Shortfalls: a variance account will be kept dealing the expected return vs the actual return in a calendar year. 损失/损的结转:将保持一个差异帐户,用以核算一个日历年度内的预期收益与实际收益之间的差异。
- Market Risk Premium The difference between the expected return on a market portfolio and the risk-free rate. 市场风险溢价一个投资组合的预期回报率与无风险率之间的差额。
- The expected return depends not only upon the physical capabilities of the machine. 这台机器的预期收益不仅仅取决于它的物理性能。
- This risk diversification allows an FI to predict more accurately its expected return on its asset portfolio. 这种风险转化的多样性能够使金融中间人对他们所投资的财产有价证券的预期收益作出更准确地判断。
- In these cases the company cost of capital and the expected return on the stock are the same thing. 在这些例子中,公司资本成本和股票的期望回报率就是一回事情。
- If we are evaluating a project of average risk, we discount at the expected return on the average common stock. 如果我们正在评估一项平均风险的项目,我们就以普通股期望平均回报率来贴现。
- Part II has introduced some theory knowledge of econometrics , has also establish a basis if the multivariant line font return model , parameter estimation wait, for Part III builds a model. 第二部分介绍了计量经济学的一些理论知识,如多元线形回归模型,参数估计等,也为第三部分建立模型奠定了基础。
- But in more exotic asset classes, the long-term expected return may be zero, or at least less than the risk-free rate. 然而对于那些奇特的资产种类,长期的投资回报率可能是零,或者至少是低于无风险债券的利率。
- Now you can see why in Chapter 7 we discussed the calculation of expected return and standard deviation. 现在你可以看出为什么在第7章我们讨论了期望回报率和标准差的计算。
- Taxes reduce the expected return on a risky asset but also lessen its riskiness. 税收减少了风险资产的预算收益,但也降低了它的风险。
- The reference in nodeCopy is maintained separately because the expected return value from the event handler is a reference to the current node. nodeCopy中的引用是单独维护的,原因是期望从事件处理程序中返回的值是对当前节点的引用。
