本质上，美联储资产组合的风险与收益都在增加。
The Fed has, in effect, been adding both risk and return to its portfolio.
因此，需要拓展新的风险价值度量方法来更好进行资产组合的风险管理。
Therefore, we need to develop new methods to measure the risk at value of an asset portfolio at risk management.
在传统的金融风险度量模型中，基本都是基于正态分布，然后运用方差一协方差法来求解资产组合的风险价值。
In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.
当然，它也把风险集中在了组合资产的其它部分。
Of course, it concentrates the risks in the rest of the portfolio.
那些资产组合风险比较集中的银行可以通过将资产卖给其他投资者来降低风险。
Banks that have concentrations of risk in their portfolios can reduce them by selling assets to other investors.
经纪人进行系统中的一或多个伪造操作，以便这些操作能在风险计算和资产组合价值中被考虑进来……
The trader entered one or several fake operations in the systems so that they could be taken into account in risk calculation and value of the portfolio....
我们需要通过减少我们的负债管理在资产组合上的风险。
We are managing the market risk around our portfolio by reducing our leverage.
它影响着资产组合决策，导致了从风险资产到零风险资产或至少是被理解为零风险资产这一戏剧性的转变。
It affects portfolio decisions. It has led to a dramatic shift away from risky assets to riskless assets, or at least assets perceived as riskless.
我们相信，与Piraeus自己的信贷产品的资产组合相比，合并的实体的贷款登记簿中所蕴藏的信用风险更大，会抹煞掉这些好处。
We believe that these benefits would be offset by the higher credit risk that would be embedded in the consolidated entity's loan book compared with Piraeus' own credit portfolio.
从分析CAPM(资本资产定价模型)入手，提出了用股票指数期货来对冲股票组合风险的一种方法。
Starting from CAPM (Capital Assets Pricing Model) analysis, a new method for hedging portfolio risk with stock index futures is proposed.
本文从股指期货进行系统性风险管理的基本原理入手，阐述了股指期货在资产组合管理中的运用。
This article refers to the stock index stock to carry on the systematic risk management basic principle obtaining, elaborated the stock index stock in the property combination management utilization.
探讨CAPM中风险资产市场组合的替代品选择问题。
The problem of choosing a substitute for the market portfolio of risk assets in CAPM is discussed.
为了从组合中获取最大收益和最大限度的规避风险，研究这两种资产之间的联动问题具有重要意义。
In order to achieve maximum return with a minimum degree of risk, it is important to study the comovement between these two assets.
进而，本文考察了加入无风险资产后的最优组合问题，并给出了一个例子的求解。
The author also considered the optimum portfolio selection problem with risk-free assets and gave a instance to show how to solve the problem.
全面风险管理要求银行从整体资产的角度来计量和管理风险，投资组合是其最为核心的理念。
Total risk management with the portfolio theory as its core demands that Banks should measure and manage risks from the whole asset profile.
信息不仅影响投资者在无风险资产和风险资产之间的资金分配比例，而且影响风险资产组合。
The information affects not only the proportion of capital allocation in the riskless asset to that in risky ones, but also composition of risky assets.
理财组合中风险资产的配置与个人年龄和风险偏好负相关，与个人劳动收入和资产量正相关。
The allocation of risky asset in the dynamic portfolio correlates with the individual age and risk preference positively, the income and financial case negatively.
对单项金额不重大的金融资产，可以单独进行减值测试，或包括在具有类似信用风险特征的金融资产组合中进行减值测试。
No significant amount of individual financial assets, could pay separately for testing, or a similar credit risk characteristics included in the portfolio of financial assets for loss testing.
线性回归模型是最常用的经济计量模型，用于研究风险、保险、资产组合等经济问题，也可以用作经济预测。
Linear regression model that can be used to research risk, insurance, portfolio and also can be applied to expect is most common used econometrics model.
本文讨论了用安全第一的一个标准选择最佳多期风险资产组合的问题。
The paper discusses the problem of choice of optimal portfolios in multi period risk investment by safety first criterion.
理论文献对于银行怎么决定它们的资本结构和资产组合风险以及资本监管怎么影响这个决定进行了大量的探讨。
The theoretical literature has much more to say on how Banks determine their capital structure and portfolio risk and how capital regulation influences this decision.
评估资产价值的另一种方法是与可能具有具体资产的保险估价和覆盖范围数据的财务风险管理小组合作。
Note Another approach for valuing assets is to work with the financial risk management team that may have insurance valuation and coverage data for specific assets.
金融风险度量理论、资产组合理论和资本定价理论奠定了现代金融管理理论的基石。
Financial Risk Calculates Theory, Portfolio Theory and Asset Pricing Theory established the theoretical sill of management of modern finance.
在信用风险一定的情况下，我们通过选择不同相关性的资产减小组合的风险。
When the risk of assets is constant, we can select different correlation of assets to minimize the risk of portfolio.
以往关于资产组合选择的研究大多假设市场上存在无风险资产，但无风险资产实际上是不存在的。
Formerly research on portfolio selection mostly made assumption with the riskless asset, but the riskless asset does not exist in fact.
采用深圳证券市场交易数据对资本资产定价模型进行了横截面检验，研究了股票组合和单支股票收益率与系统风险的关系，并分析了个股风险构成。
The paper has transverse check to CAPM by using data from Shenzhen's securities, studies relations between stock group and single stock and system risk, and analyzes single stock risk construction.
文章考虑投资者自身预测力存在估计误差的感知风险（参数不确定性）对投资者最优资产组合选择问题的影响。
The paper analyses the parameter uncertaintys effect on the investors optimal portfolio choice, it suggests if the investor ignores the estimation risk, he may by lead to take p.
文章考虑投资者自身预测力存在估计误差的感知风险（参数不确定性）对投资者最优资产组合选择问题的影响。
The paper analyses the parameter uncertaintys effect on the investors optimal portfolio choice, it suggests if the investor ignores the estimation risk, he may by lead to take p.
应用推荐