共查询到20条相似文献，搜索用时 46 毫秒
1.
股票风险的估计模型及其应用研究 总被引：3，自引：0，他引：3
从股票风险管理理论和应用角度讨论了股票风险估计问题一分析了股票风险的特征及估计的困难，探讨了股票风险估计的方法——系统性风险的因素模型，在此基础上建立了股票风险估计模型并进行了应用模拟。 相似文献
2.
沪市系统风险β系数实证研究 总被引：2，自引：0，他引：2
Beta系数是资本资产定价模型(CAPM)系统风险的量化指标，它揭示了某种证券或者证券组合的风险与市场平均风险的差异．本文在CAPM理论框架下，尝试性地利用带有马尔科夫体制转换的市场模型，对上海股市中的上证30指数的30只组成股票的系统风险beta系数进行动态建模，估计了日收益率度量时限条件下的beta系数，来研究中国股市中系统风险的时变性和体制转换行为，结果发现这30只股票的波动率存在非常强烈的体制转换特征．但是，令人吃惊的是系统风险的时变性比较弱，体制转换行为不明显。 相似文献
3.
运用基于公司价值基础上的违约信用风险模型,在完全市场中,对带有违约风险的外国股票欧式买入期权定价模型进行研究.采用等价鞅测度变换的方法,对有违约风险的用国内货币执行价的外国股票欧式买入期权和有违约风险的用外币执行价的外国股票欧式买入期权给出了封闭形式的解析定价公式. 相似文献
4.
对股票价格的分析与预测是一个复杂的过程.本文旨在利用统计方法,通过对Black-Scholes模型中参数的估计,估计出股票的价格过程,在此基础上对股票价格进行分析与预测,为实际应用提供一种较为合理的分析方法. 相似文献
5.
随机理论认为股票收益率服从正态分布,但大量研究表明,股票收益率等金融时间序列具有"尖峰厚尾"反正态性.极值分布和Laplace分布是一类厚尾分布,本文对沪、深两地股票市场的收益率进行了极值分布(以Gumbel分布最为常用)和Laplace分布拟合,并给出了风险价值(VaR)的估计.实证研究表明,Laplace分布是正态分布的一种改进,而Gumbel分布能较准确地估计巨额盈利(极端事件)的风险. 相似文献
6.
极大似然估计及其应用 总被引：2，自引：0，他引：2
讨论了极大似然估计原理及求法,说明了极大似然估计在不同分布和参数空间的应用,阐述了生命表中在单风险非完整样本数据环境中表格生存模型的极大似然估计方法． 相似文献
7.
应用Markowiz收益—风险模型,研究了两种证券的组合投资收益及风险估计问题,得到了组合投资风险在投资收益率相关和不相关条件下的收益估计值,以具体的算式阐明了组合投资可以规避投资风险的结论。 相似文献
8.
针对投资组合均值-方差模型,引入了Fast-MCD多变量稳健估计方法,稳健估计模型中股票期望收益和协方差矩阵,减小了离群值对投资组合决策的影响,并结合我国证券市场的特点,对沪市A股市场进行了实证分析,得到了证券投资组合的有效前沿. 相似文献
9.
《赣南师范学院学报》2021,(1):128-135
用家庭持有的股票、基金以及金融理财产品等风险资产情况来说明家庭金融资产配置的情况,并用logit模型分析金融诈骗对家庭持有股票、基金以及金融理财产品的影响,研究发现:金融诈骗对家庭持有股票、基金以及金融理财产品都具有显著的正向影响;用tobit模型分析金融诈骗对家庭持有风险资产占总资产的比重的影响,结果显示:金融诈骗对家庭持有风险资产的比重也具有显著的正向影响。 相似文献
10.
游玉婷 《世界华商经济年鉴·科学教育家》2010,(8):49-49,51
基金管理公司如何应用先进的风险度量与控制技术控制风险并获得稳定的收益成为理论界和实务界迫切关心的问题。基金在进行投资组合的过程中的损益情况反映在每天的基金净值上,因此,通过VaR模型的历史模拟法对股票型投资基金进行风险评价并为投资者提供投资策略。 相似文献
11.
12.
13.
《海外英语》2007,(5):10-11
Many college freshmen arrive woefully unprepared to do college work, and as disadvantaged populations continue to grow, the share of the American work force that has made it through college is expected to plummet. Many experts blame that educational failure not just on high schools but also on colleges. School & College, a special report by The Chronicle, looks at efforts to fix the system. What reforms would better prepare students for college? What should schools and colleges be doing differently? How should state and federal officials help? 相似文献
14.
《海外英语》2007,(4):36
There are numbers of crossroads on our long and unpredictable life journey where we totally have no idea about which direction to choose. No matter what our decision is, we should not turn back, but face the music and go ahead instead. I am this kind of girl who always does try without regretting, one example is how I dealt with my love. 相似文献
15.
Migration occurs behind a variety of reasons and has a great effect on the whole world. People may migrate in order to improve their economic situation, or in order to escape civil strife, persecution, and environmental disasters. The impact of migration is complex, bringing both benefits anddisadvantages. This paper briefly talks about the causes of migration, the allocation of benefits, and the ways in which individual countries and the international community deal with this important subject. 相似文献
16.
Sister Carrie is one of the most controversial characters in American literature.Thought as a "fallen woman" firstly,she was defined as a "new woman" by some critics later. However, by digging into the motivaton behind the whole process of Carrie's "success", the relationship between Carrie and her creator (the author), the social conditions of then American, it can be found that Carrie has never been free-standing on her thought and she has never found her real-sdf even after becoming a famous actress. In a society dominated by mass consumerism Carrie is only an adherent of her own desires. She also is a representative of all those country girls flooded into cities, a symbol and a sacrifice of the urbanization of America in a time countryside was overcome by cities. 相似文献
17.
18.
RUZBEHANI Mohsen 《重庆大学学报(英文版)》2004,3(1):20-25
1.IntroductionOne-cyclecontrolmethod,whichwasproposedaboutonedecadeago[1],hasbecomeanattractivemethodinspecialfieldssuchaspowerfactorcorrection[2-6],switchingamplifiers[7,8],etc.Themainideaofthiscontrollerisbasedonintegrationofdiodevoltageinone-cycleandforcesittobeexactlyequaltothereferencevalue.Themainadvantageofthiscontrollerisitsrealtimeabilitytorejectthevariationofinputvoltage[1].Despitethisgreatability,ithasnogoodperformancesinrejectingofloaddisturbanceandfollowingreferencecommands.Espec… 相似文献
19.
20.
唐芳 《读与写:教育教学刊》2008,5(6)
During interview with English majors, it was found that a majority of students expressed disappointment with their experience of English literature classes. Students' dislike of learning English literature appears to be the major problem of teaching English literature in China. Reader response approach is a good way to solve this problem. In this paper, I explain the rationale behind the reader response approach, such as its origin, definition, features, assumptions, and strategies. Then I illustrate how reader response approach works as a teaching strategy by presenting several teaching models. At last I evaluate its usefuiness for teachers and present the advantages of reader response approach in Chinese context. 相似文献