1) three factor optimization model
三因素优化模型
1.
Using portfolio profits maximum of bank\'s assets as objective function,positive yield skenewss as constraint to reduce the portfolio yield probability of smaller than its mean,value at risk as constraint of assets\' risk,the three factor optimization model of mean-deviation-skewness on loans portfolio is set up.
以银行各项资产组合收益率最大化为目标函数,以收益率偏度大于零控制银行重大损失发生的概率,以组合风险价值VaR风险限额为约束条件控制资产组合风险的大小,建立了贷款组合的"均值-方差-偏度"三因素优化模型。
2) three-factor model
三因素模型
1.
Empirical Evidence for Fama-French Three-Factor Model in Domestic Securities Market;
Fama-French三因素模型在国内证券市场的实证研究
2.
On the basis of newest 96 month stock data from 01/ 1996 to 12/2003,the three-factor model was researched and tested.
采用深市的股票数据(1996—01~2003—12)对Fam a等的三因素模型在我国证券市场上进行了检验。
3.
Using the three-factor model, this paper studies the long term performance of 71 new shares listed in SSE in 1996 and draws the conclusion that the long-run underperformance of IPOs exists in Chinese security market, whose degree has decreased slowly over time.
本文利用Fama-French三因素模型对1996年在上交所上市的71只新股的长期表现进行了研究,认为我国存在长期弱势现象,但弱势程度在逐渐减弱。
3) FF three-factor model
FF三因素模型
1.
According to the method of FF three-factor model,BM ratio was replaced into the beta value to construct a new three-factor model,in which the market excess return,size and beta were included.
以收益率与系统流动性因子的β值作为系统流动性风险的代理变量,按照FF三因素模型的方法,将账面市值比替换成β值,构建新的包含市场超额收益、公司规模和β值的三因素模型,研究系统流动性风险与我国股市超额收益的关系。
5) three-factor affine model
三因素仿射模型
补充资料：三因
【三因】
（术语）俱舍论有六因，成实论因之立三因：一、生因，法生之时能为因者，如善恶业为苦乐报之因，即六因中之异熟因也。二、习因，如习贪欲而益长贪欲，即六因中之同类因也。三、依因如以六根六境为所依而生六识，即六因中俱用相应遍行之三因也。而六因中之能作因，即为四缘中之增上缘，故成实论不立之。说见释签十之一，补注十四。
（术语）俱舍论有六因，成实论因之立三因：一、生因，法生之时能为因者，如善恶业为苦乐报之因，即六因中之异熟因也。二、习因，如习贪欲而益长贪欲，即六因中之同类因也。三、依因如以六根六境为所依而生六识，即六因中俱用相应遍行之三因也。而六因中之能作因，即为四缘中之增上缘，故成实论不立之。说见释签十之一，补注十四。
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