投资风险价值

谈投资风险价值

A Brief Talk on Valuation of Investment Risks

油田勘探投资风险价值分析

Value analysis of oil field exploration investment risk

多项目投资风险价值及风险控制&基于实物期权理论

Risk Value and Risk Control of Multi-projects Investment & Based on Real Option Theory

采矿权评估的实质是对勘查投资风险价值的评估。

The essence of the mining right appraisal is the evaluation of geologic exploration risk value .

提出了两种分别对组合损失和极端损失进行线性近似的投资组合风险价值（VaR）分解的新方法&非对称响应模型估计法和局部线性近似估计法。

The asymmetric response and linear local approximation methods were presented to decompose portfolio VaR by the linear approximation of the loss and extreme loss of portfolio return .

所以，有些居民认为投资风险的价值被收到收益回报的几率所抵消。

So some residents see the risk of investment balanced out by the chance for far greater rewards .

两种方法均可用于分解参数法与非参数法计算出的投资组合风险价值，弥补了现有分解方法只能分解部分参数法计算出的投资组合风险价值的不足。

These methods can be used to decompose portfolio VaR calculated by the parametric and non parametric methods , compensating the disadvantage of current decomposing methods .

其次，不同的边际分布模型对投资组合的风险价值（ValueAtRisk）有显著的影响，如本文使用的GARCH模型和已实现波动模型。

Secondly , different marginal models , such as GARCH and Realized Volatility models , have significant effect on the portfolio Value at Risk .

利用各项资产收益率的历史数据，通过蒙特卡洛模拟生成具有Copula相关结构的收益率情景分布，由此得到了保险投资组合的风险价值。

Combined with historical data , using Monte Carlo numerical simulation technology generated rate scenario distribution with related structures of Copula function , and then get the value at risk of insurance invest portfolio .

风险企业的投资风险与投资价值研究

Research on the Investment Risks and Investment Value of Venture Enterprises

该模型较为准确地量化了两市指数在次贷危机等重大事件前后的时变相依结构特征和投资组合的风险价值。

Our models accurately quantify the time-varying characteristics of the two-index dependency structure and the portfolio VaR after the sub-prime crisis .

在拓展价值链中，要实现规模和品牌效应，通过适当的多元化经营分散投资风险，拓展价值空间。

In expanding the value chain , to carry out the scale and the brand effects , diversified management that passes the adequacy is asunder the investment risk , expanding the worth space .

风险投资中的风险企业价值评估研究

Research the Value Assessment of Venture Business in Venture Capital

农业投资项目预决策分析要考虑现金流量、货币的时间价值、投资的风险价值、项目寿命周期、资本成本5个因素。

Five factors are included under consideration which read as follows the cash flow , the time value of money , the risk value of investment , the life period of project , the cost of capital .

本文在借鉴国内外风险投资的理论研究成果与成功案例的基础上，研究风险资本家进行风险投资时最为关注的两个方面：即风险企业的投资风险和投资价值。

Based on reference research results and successful cases inside and outside China , this paper focuses on the research of two aspects which are laid great importance by venture capitalist when making investment : investment risks and investment value of venture enterprises .