基金组织认为近几年的市场低波动率可能得益于更为稳定的经济状况,央行可信度的提高或者金融体系风险的更好的分散。
The fund suggests the low volatility of recent years may be owing to greater economic stability, improved central-bank credibility or the better dispersion of risks around the financial system.
大多数对风险的测量,例如股票市场波动或者公司和上升市场债券的收益率差(超额收益),都显示它很低。
Most measures of risk, such as stockmarket volatility or the spread (extra yield) on corporate and emerging-market bonds are low.
当波动率较低时,投资者被诱导去承受更大风险。
When volatility is low, investors are tempted to take more risks.
丧失没有交换率的波动以及在债务人的状态方面的没有变化的风险。
Under forfeiting there is no risk of fluctuations in the exchange rate and no changes in the status of the debtor.
面对相同因素,新兴市场往往涉及更大的风险,并且波动率更高,交易量更低。
Emerging markets involve heightened risks related to the same factors as well as increased volatility and lower trading volume.
用外币支付给进出口公司的货款,因兑换率的波动,要面临很大的外汇风险。
Importing and exporting firms to whom the payment is made in foreign currency can be involved in significant foreign exchange risks because of the fluctuation in exchange rates.
为了体现不同风险资产具有不同波动率的事实,设计了新的摩擦系数。
In order to reflect the fact that different risk assets have different volatility through the design of the new friction coefficient.
最优策略对管理者的风险厌恶程度、资产波动率和流动性系数较为敏感,而对证券超额收益率敏感程度较低。
The strategy is sensitive to the manager′s risk tolerance, the asset volatility rate and the liquidity coefficient, but it is insensitive to the security excess return rate.
因此本文主要研究在利率期限下,对国债市场收益率波动风险做出研究。
The latest research to government debt bond market risk under the interest rate term is researched.
股票特质波动率是公司特质风险的度量指标。
Idiosyncratic volatility is the measure of firm-specific risk.
波动率作为度量股市风险的重要工具之一,一直受到学界和业界的广泛重视。
Volatility, as one of the most important tools to measure the risk in the stock market, has been thought much by the scholars and the practical operators.
鉴于传统指标的不足,提出用另一种指标—价格波动幅度变动率来度量市场风险。
To demonstrate that the indicator we propose is a good candidate for measuring risk, we investigate empirically the statistical properties of price range volatility on Standard and Poors 500 index.
另一方面,成交量以及波动率是期货交易所进行风险控制的重要指标,这方面的研究有助于提高风险管理水平。
On the other hand, trading volume and volatility are crucial index of risk control for future exchanges. Consequently the research in this area can help us improve the risk management.
利用中国股市数据进行的实证结果表明,与单测度指标的随机波动率模型相比,基于两个测度指标的随机波动率模型能更好地描述股票市场波动率和市场波动风险。
Empirical results on Chinese stock market indicate that stochastic volatility model based on the two index outperforms those based on one index in capturing volatility character and market risk.
在既定回报率下,你愿意承担多少市场波动风险?
How much risk are you willing to endure-in the form of volatility-for a given return?
然而,鉴于保险业务基于资本杠杆率,一旦出现尾部风险,就会给收益、资产负债表和股价带来波动。
However, given the insurance business is based on capital leverage, once tail risk emerges, it gives volatilities on earnings, balance sheet and share prices.
文中提出了变波动率多期复合实物期权模型,并将该模型应用于风险投资项目评价;
This paper proposes the variable volatilities multi-stage compound real option model and gives its application on venture capital investment valuation;
并且在诸如股票、利率、股指期货等标的资产的交易市场中,人们往往希望知道标的资产未来价格的波动率,从而知道该资产的未来风险结构。
The volatility of the future prices of the underlying assets which can be stocks, interest, futures and so on, is a wonder. When one knows the volatility, risk structure of those assets is in hand.
我国期货市场的波动性与收益率显著正相关(即风险价值大于零),风险越大,投资者所要求的收益率就越高。
Sixthly, volatility and return rate is positive correlation in our country's futures market, the greater risk, the higher return that investors demand.
我国期货市场的波动性与收益率显著正相关(即风险价值大于零),风险越大,投资者所要求的收益率就越高。
Sixthly, volatility and return rate is positive correlation in our country's futures market, the greater risk, the higher return that investors demand.
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