1) Single-factor model
单因素模型
1.
In this paper, we bring forward a new method of economic capital measurement using the single-factor model and the weighted average of band classification.
本文主要是利用单因素模型和加权平均频带划分方法,给出了一种计量商业银行经济资本的新方法。
2) discrete single-factor model
离散单因素模型
4) single-factor models
单因素利率模型
1.
This paper selects inter-bank overnight bond repurchase rate and estimate parameters in some popular single-factor models by maximum likelihood method,then simulates prices of 19 bonds which exchange on the Shanghai Stock Exchange Market by Monte Carlo simulation.
首先,选取银行间国债隔夜回购利率,采用极大似然方法对常用的单因素利率模型进行了参数估计。
5) factor model
因素模型
1.
Considering that the factor-model may relate return of a security with factors predetermined, this paper sets up the multi-factor decision-making model for behavioral portfolio choice by introducing a factor model into the existing model so that the process of behavioral portfolio choice can be simplified.
考虑到因素模型能将各种证券的收益和固定的几个因素的变化联系起来,引入了因素模型对已有的行为证券组合投资决策模型进行了简化,建立了多因素行为证券组合投资决策模型,给出了其算法。
2.
Firstly, it analyzes the feature of the stock risk and the difficulty of pricing, then it discusses the evaluation method of stock risk pricing—factor model of systematic risk, and creates stock risk pricing model basing on it and application.
分析了股票风险的特征及估计的困难,探讨了股票风险估计的方法———系统性风险的因素模型,在此基础上建立了股票风险估计模型并进行了应用模拟。
3.
The discussion about the relationship between interest rate after eigh t interest rates cut and Shanghai Index by chronological way to construct single factor model and point to gather the diagram method and linear regression metho d.
通过时间序列法建立单因素模型 ,应用散点汇总法和回归分析法讨论了 8次降息以来利率与上证综合指数之间的关系 。
6) Single factor model
单因子模型
1.
On the single factor model of CAPM,this research builds a total risk optimal model,where the objective is to minimize the total risk of loan portfolio under constrain of setting expect return.
应用资本资产定价模型中的单因子模型表达贷款收益和风险函数,以不同行业贷款组合后的总体风险最小化为目标,运用非线性规划方法建立了基于组合贷款总体风险优化的行业贷款分配模型。
补充资料：非密度制约因素(见密度制约因素)
非密度制约因素(见密度制约因素)
l焦非密度制约因素见生态因素、密度制约后
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条