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- How about the market risk premium? 市场风险溢价到底如何呢?
- Such factors would not command a risk premium. 这样的因素不会博得一个风险溢价。
- The theory of CAPM made a new anation to the risk premium introduced by Keynes. 期货资本资产定价理论对凯恩斯的风险报酬作出了新的解释。
- 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提供了明显更低的对计算机股票风险溢价的估算值。
- 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。
- This reflected the rising risk premium now demanded by investors in the face of political crisis in Pakistan. 这反映出在面临巴基斯坦政治危机的下,投资者目前的风险溢价正在上升。
- Throw recomposing the mean function, we can obtain a better simulated model for forecast term risk premium. 通过对均值方程的修改,最终获得了拟合程度较好的模型。
- Clinebell,J.Kahl,D.and Stevens,J..Time-series properties of the equity risk premium[J]. 程兵;张晓军.;中国股票市场的风险溢价[J]
- The best efficient portfolio offers the highest ratio of forecasted risk premium to portfolio standard deviation. 最优投资组合提供了最高的预计风险溢价对投资组合标准差比率。
- The high risk premium earned in the market seems to imply that investors are extremely risk-averse. 在市场中赚取的高风险溢价似乎暗示着投资者是极端风险厌恶的。
- From this model, the fluctuation of excess yield and long-to-short-term spread can forcast term risk premium. 从模型中可以看出,超额收益率的波动性以及收益率差能够有效预测期限风险溢价。
- This is difficult to reconcile with high risk aversion and a high market risk premium. 这就很难与高风险厌恶和一个高市场风险溢价相调和。
- Also, the risk premium on stock index and the risk premium on REIT index were positive relation in two countries. 同样的,在股价之风险溢酬方面,两国之REIT风险溢酬也皆与股价风险溢酬呈现正向之关系。
- The paper also found that an increase in the risk premium would impact on banks profitability through a negative effect on the asset quality. 该项评估亦发现,港元风险溢价上升会对银行的资产质素构成负面影响,从而影响银行的盈利能力。
- Equity Risk Premium The extra return that the stock market provides over the risk free rate to compensate for market risk. 股票风险溢价股票市场为弥补市场风险,相对无风险率的额外回报。
- The Hong Kong dollar risk premium and the balance-sheet positions of banks were found to have contributed to such divergences. 研究发现,这些差距是跟港元风险溢价及银行资产负债表状况有关。
- This paper examines time variation and determining factors of term risk premium in treasuries listed on Shanghai Stock Exchange. 摘要本文考察了上海证券交易所国债期限风险溢价的时间变化特征及决定因素。
- If the average risk premium rises above the strike rate in three months, the higher interest payments will be offset by gains from the option. 如果在3个月内平均的风险溢价上升超过了执行价,期权的收益可以抵消高出来的利息支付。
- But the court showed the risk premium for doing business in Russia at a time when few countries can afford to snub outside creditors and investors. 但现在这个时候,很少有国家承担得起怠慢外国债权人和投资者的后果,而俄罗斯法院的决定却凸显了在俄罗斯做生意的过高风险。
- Regression results of EGARCH (1,1)-M indicate that market exists the positive risk premium, but expected returns has low compensation to expected risk. EGARCH(1,1)-M模型回归结果表明,市场存在正的风险溢价,但是预期条件波动对预期收益仅有微弱补偿。
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