1) VaR of one stock
个股VaR
2) value at risk
VaR
1.
Some Properties of Kernel Estimation of Value at Risk for ρ-mixing Financial Time Series;
ρ-混合金融时序VaR核估计的一些性质
2.
Calculation of Value at Risk in Electricity Market by Extreme Value Theory and Bayes Estimation;
基于极值理论和贝叶斯估计的电力市场风险值VaR计算
3.
Considering participators risk bias,which is measured by the method of value at risk,the risk constraints in a two-echelon supply chain coordination under buy-back contract is equal to giving the order of an upper bound.
在基于回购合同的两级供应链协同中引入参与者的风险态度,风险偏好水平用VaR度量,风险约束相当于赋予订购量一个上限约束。
3) VaR(Value at Risk)
VaR
1.
VaR(Value at Risk) is one of the mainstream methods about the risk management now.
VaR方法是目前国际上风险管理的主流方法之一。
2.
This paper reviewed the concept of VaR(Value at Risk) and its calculating method,and pointed out that predicting the volatiedlity rate of market factors is the key to VaR.
介绍了VaR的含义及计算方法,指出推测市场因子的波动率是计算的关键。
3.
Take the government bonds owned by the commercial bank for example, this paper uses parameter method of VaR(Value at Risk) technique, together with the AR(2)—GARCH(1,1)model, a.
本文以商业银行国债资产为研究对象,运用VaR方法中的参数分析法,结合AR(2)-GARCH(1,1)模型,对我国商业银行面临的利率风险进行了实证分析。
4) value-at-risk
VaR
1.
The Realized Volatility and Its Empirical Study on Value-at-Risk;
已实现波动率及其在VaR中的实证研究
2.
The value-at-risk(VaR) model is a statistical model to estimate and control financial risk,and used to measure the most probable loss on the next deal stage of financial asset portfolio.
VaR风险管理技术是一种用来评估和计量金融市场风险的统计学模型和方法,用于测量在概率给定的情况下,金融资产投资组合在下一阶段的最多可能损失。
6) individual momentum
个股动量
1.
The empirical study indicates that the profit of individual momentum mainly comes from the industry momentum.
为研究我国股票市场个股动量收益的主要来源问题,笔者对JegadeeshandTitman(1993)和MoskowitzandGrinblatt(1999)提出的股票收益生成模型进行改进,提出了我国股票市场个股动量收益分解方法。
补充资料：普通股每股净收益
普通股每股净收益——
普通股每股净收益是本年盈余与普通股流通股数的比值。其计算公式一般为：普通股每股净收益＝（净利－优先股股息）/发行在外的加权平均普通股股数。该指标反映普通股的获利水平，指标值越高，每一股份可得的利润越多，股东的投资效益越好，反之则越差。
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