风险补偿(Risk Compensation) 风险补偿主要是指事前(损失发生以前)对风险承担的价格补偿。 对于那些无法通过风险分散、风险对冲或风险转移进行管理,而且又无法规避、不得不承担的风险,投资者可以采取在交易价格上附加风险溢价,即通过提高风险回报的方式,获得承担风险的价格补偿。 商业银行可以预先在金融资产定价中充分考虑到各种风险因素,通过价格调整来获得合理的风险回报。
Even though the risk premium is time-varying except in Nikkei,a bad information shock leads a positive relationship between expectation returns and risk can not be held,which could not support the Time-Varying Rational Expectations Hypothesis.
同时,除日本以外的市场风险补偿具有时变特点,但预期收益与风险的正相关在利空消息冲击下并不成立,因此,结论不支持时变理性预期假说。
参考来源 - 时变理性预期假说与过度反应假说——基于ANST·2,447,543篇论文数据,部分数据来源于NoteExpress
风险补偿表现在企业主动承担风险,并采取措施以补偿可能的损失。
Risk compensation behaves in enterprises actively take the risk and take measures to compensate possible losses.
风险补偿是指企业对风险可能造成的损失采取适当的措施进行补偿。
Risk compensation refers to enterprises take appropriate measures to compensate the potential losses resulting from the risk.
在以后几年里,投资者会要求更高的风险补偿,美圆可能贬值,债券收益则可能升值。
Over the next couple of years the dollar is likely to fall and bond yields rise as investors demand higher compensation for risk.
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