1) Downside-Risk
向下风险(Downside-Risk)
2) Monte-Carlo simulation
风险值(value at risk-VaR)
3) QRA (Quantitative Risk Assessment)
量化风险评估(QRA-Quantitative Risk Assessment)
4) downside risk
下跌风险
1.
From the different attitude of representative investor to downside risk and upside risk,assets pricing models in one period were put forward based on "bear market" and "bull market".
针对代表性投资者对于下跌风险和上升风险的不同态度,推导了基于“熊市”和“牛市”的单期资产定价模型,并运用中国股市数据进行了实证。
2.
This article compares and analyses the suitability and constrain of above three indexes,and points out that China s open-ended funds should use″downside risk″as appraisal index in measurement of risk and adjustment of investment return.
开放式基金常用的风险收益评价指标有夏普指数、特雷诺指数和詹森指数,本文比较分析了上述三个指数的适用限制,指出我国开放式基金业绩评价,宜采用“下跌风险”作为度量风险的评价指标来调整基金的投资收益,比上述三个指数更易于作出符合我国资本市场实际的行为金融理论解释。
5) downside risk
下方风险
6) downside risk
下侧风险
1.
The Multi-factor Capital Assets Pricing Model Based on Downside Risk and Its Empirical Analysis;
基于下侧风险的多因素资本资产定价模型及实证分析
2.
Lower Partial Moment,put forward by Bawa,is commonly used to measure the downside risks.
下端部分矩(LPM)是量度下侧风险的有效工具。
补充资料：风险投资的风险
风险投资的风险是指投资活动中人们不希望的后果出现的潜在可能性。
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