无风险资产
- 网络risk-free asset;risk free asset
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对于投资者而言,可以分为无风险资产和有风险资产两种。
There are risk-free asset and risky asset available for investors .
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一种无风险资产类别的违规将带来长期后果。
The violation of a risk-free asset class will have long-term consequences .
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结果表明,引入无风险资产的借贷有助于进一步地降低投资者的风险,不同的交易量限制对应着不同投资策略。2.研究具有VaR约束的均值-方差投资组合优化。
At last , the paper indicates that free risk can increase investment opportunity and different trade constraints have different efficient portfolio selection . 2 .
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论文的主要创新之处有:(1)将无风险资产引入投资机会约束下的均值&方差模型,(2)研究了投资机会和VaR双重约束下的投资组合问题,建立了数学模型;
First , risk-free security is introduced to the chance-constrained mean-variance model . Second , a portfolio selection model under constraints of both investment chance and VaR is established .
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如果超额储备所配置的资产回报率较无风险资产高3%,那么对一些国家而言,其收益合计可能高达GDP的1%。
If excess reserves were deployed in assets with a 3 per cent premium over returns on risk-free assets , benefits could tot up to as much as 1 per cent of gross domestic product for some countries .
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例如,无风险资产是资本资产定价模型(CAPM)、资本市场线(CML)以及部分现代组合理论的基础。
For example , the risk-free asset is the foundation of the capital asset pricing model ( CAPM ), the capital market line ( CML ) and parts of modern portfolio theory .
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该模型以市场指数的RSI(40)指标作为系统风险的度量,用引入无风险资产的单指数模型计算组合中各资产的投资比例。
That model use the index sign of RSI ( 40 ) of the market index as the generous character of the system risk , use the single index model of with the non risk property to calculate combination the inside the investment comparison of each property .
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无风险资产有限借入的不相关证券组合有效集的解析表示
Analytic Expression of Efficient Portfolio Set with Borrowing Finite Riskless Asset
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关于长期债券是长期投者无风险资产的研究
The Study on that Long-Term Bonds are Risk-free Assets for Long-Term Investors
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政府债券是否仍应视为无风险资产?
Should government bonds still be viewed as risk free ?
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是指投资基金在无风险资产与有风险资产组合之间的配置决策。
Allocation of invested funds between risk-free assets and the risky portfolio .
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所以,什么才能替代政府债券成为全球性无风险资产呢?
So what might replace Treasury bonds as the global risk-free asset ?
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存在无风险资产时组合投资的有效边界
The Efficient Boundary of Portfolio Allowing Risk-free Asset Investment
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动态的无风险资产组合
A Dynamic Process for Replicate Risk - Free Asset
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存在无风险资产条件的证券组合有效前沿的旋移分析
A study of revolving movement of efficient portfolio frontier with existence of riskless security
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关于无风险资产不存在时资产组合选择的研究
Portfolio Selection When a Riskless Asset is Absent
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欧元区需要一种无风险资产,它应该简单明了,毫无花哨可言。
The eurozone needs a risk-free asset class , and this means something boring and simple .
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无风险资产对于现代金融体系的重要性怎么强调都不过分。
The presence of a risk-free asset can hardly be overstated in a modern financial system .
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每一家保险公司、每一家养老基金都需要将部分收入投资于无风险资产。
Each insurance company , each pension fund needs to invest part of its income in such assets .
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在此过程中,这个国家对他国的负债会越来越重,直到无风险资产不再没有风险。
In doing so , it becomes more indebted to foreigners until the risk-free asset ceases to be risk-free .
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本文给出了卖空限制下,包括无风险资产时求最优风险证券组合的方法。
This article shows a method solving the best risk portfolio of securities including non-risk part under sell short restrictions .
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摘要提出了在允许卖空情况下含有无风险资产且借贷利率不同的效用最大化的投资组合模型。
A utility maximization model of the investment portfolio including risk-free asset is put forward , with short sales allowed .
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当你明确了这些参数后,就可以算出没有无风险资产情况下的,有效边界了。
Once you 've got them together , then you can compute the efficient portfolio frontier without the riskless asset .
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现在,由担忧推动的对美元及无风险资产的需求,正在压低这种借款成本。
For the time being , the distress-driven demand for dollars and risk-free assets is pushing down the cost of all this borrowing .
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过去几年的经验是,人为减少无风险资产的供给,会提振对风险资产的需求。
The experience of the past few years is that artificial reduction of the supply of risk-free assets ignites demand for risky assets .
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本文发现,无论是否存在无风险资产,都不能否定用以代表市场组合的市场综合指数的均值&方差有效性。
Utilizing several methods , we find that the market portfolio represented by the index is effective whether there is riskless asset or no.
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进而,本文考察了加入无风险资产后的最优组合问题,并给出了一个例子的求解。
The author also considered the optimum portfolio selection problem with risk-free assets and gave a instance to show how to solve the problem .
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要为全球提供无风险资产,国际货币体系的核心国家就不得不出现经常账户赤字。
To supply the world 's risk-free asset , the country at the heart of the international monetary system has to run a current account deficit .
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计算结果表明,风险偏好系数在整个取值范围内都能够较好地反映投资者对收益和风险的选择态度,而且,含无风险资产的借贷拓展了投资机会空间。
The result indicates that risk preference coefficient with short sales allowed reflects the investor 's expected rate of return and the variance within the entire interval .
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解决不满足单调性,同时兼有风险资产和无风险资产的投资组合模型,讨论其求解方式及其优化问题。
To solve what does not satisfy the monotonicity , with both risky assets and risk-free asset model , discuss the ways to solve and the optimization problem .