最优投资组合提供了最高的预计风险溢价对投资组合标准差比率.
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By forecasting term risk premium, investor could rational choose different maturities of bonds.
根据对期限风险溢价的预测, 投资者能够合理的选择所投资的期限.
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本文采用Pratt-Arrow 对风险溢酬的度量方法,分析了有投票权和无投票权股票的流动性风险溢酬.
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Risk Premium of the Term Structure of Repo Rates in the Shanghai Stock Exchange.
上海证券交易所回购利率期限结构的风险溢酬.
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The theory of CAPM made a new anation to the risk premium introduced by Keynes.
期货资本资产定价理论对凯恩斯的风险报酬作出了新的解释.
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We can find the exact credibility estimator of risk premium under the symmetric loss function.
本文引入了对称损失函数,并求得基于该损失函数的确切可信性估计.
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The DR 3 is simply the real risk free rate + real expected market risk premium.
DR3很简单,等于无风险利率加上实际预期的市场风险溢价.
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Credit risk premium is generally considered to be compensation for credit risk.
信用风险溢价通常被认为是对信用风险的补偿.
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The high risk premium earned in the market seems to imply that investors are extremely risk-averse.
在市场中赚取的高风险溢价似乎暗示着投资者是极端风险厌恶的.
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If you desire uninsured against a special risk, an extra premium will have be charged.
如你想投保特殊险别, 将向你收取额外保费.
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Risk Premium of the Term Structure of Repo Rates in the Shanghai Stock Exchange
上海证券交易所回购利率期限结构的风险溢酬
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The more risk an insurance company assumes for a policyholder, the higher the premium.
保险公司为投保人承担的风险越大, 保险费就越高.
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