1) Marginal risk premium
边际风险溢价
2) risk premium
风险溢价
1.
Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market;
中国股票市场的三因子时变风险溢价模型研究
2.
An Empirical Study on the Systematic Risk Premium and Illiquidity RiskPremium of the Shanghai Stock Market Based on the Time Series;
基于时间序列的上海股市系统风险、流动性风险溢价实证研究
3.
This text comprehensively analyses the feasibility of capital assets pricing model (CAPM) in the appraisal field, and positively analyses the calculating form of coefficient in model, such as risk -free rate of returns, risk premium, enterprise risk measure β coefficient, etc.
全面分析了资本资产定价模型(CAPM)在评估领域中应用的可行性,并对该模型中的系数无风险报酬率、风险溢价、企业风险程度β系数等的测算形式进行实证分析,提出适合我国评估方法应用的解决方案。
3) Premium risks
溢价风险
4) marginal risk
边际风险
1.
Meanwhile,the paper introduces the conception of marginal risk and combines marginal risk contribution with credit portfolio risk management.
同时引进边际风险的概念,将边际风险贡献与信用组合风险管理进行了有机的结合。
2.
In the real-time investment decisions, managers not only need to know the total risk of the portfolio, but also want to know the structure of the risk and every asset s marginal risk.
基于边际风险定义式的统计含义,给出历史模拟法与EGARCH-GED模型下边际VaR与边际ES估计的新方法:局部线性加权平均与分段线性拟合。
5) β risk premium
β风险溢价
1.
This model made of β risk premium basis risk premium and systematic risk premium.
本文基于资本资产定价模型给出了股票指数期货套期保值原理数学模型,该模型由β风险溢价、基差风险溢价和系统风险溢价三部分构成,系统风险溢价决定套期保值买卖期货合约份数,β风险溢价、基差风险溢价决定套期保值效果,该模型不仅从本质上反映套期保值实际意义,而且揭示了为实现股票指数期货的套期保值目的必须对β风险和基差风险进行有效的综合控制。
6) negative risk premium
负风险溢价
1.
Rishi Goyal s and Ronald Mckinnon theory of negative risk premium shows that Japan s banks are hard to make profit under the circumstances of liquidity trap.
麦金农的负风险溢价理论说明,在流动性陷阱的情况下,日本银行业很难赢利。
补充资料：边际风险
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