信用资产组合模型的分布计算是信用计量模型中一个非常重要的主题，对于这个问题一般常用的方法是进行蒙特卡罗随机模拟。
A new bilevel programming model-bilevel stochastic programming model is presented and the genetic algorithms based on Monte Carlo simulation to solve bilevel stochastic programming problem is given.
您可以使用组件模型来提供遗留服务的抽象和对现有遗留资产进行再组合，特别是在组件模型支持语言中立性时尤为有用。
You can use component models to provide abstraction of legacy services and to re-engineer existing legacy assets, especially when the component model supports language neutrality.
资本资产定价模型是非常重要的模型-，假设每人是理性的，并持有切线资产组合。
The asset pricing model — and this is critical — assumes everyone is rational and holds the tangency portfolio.
资本资产定价模型（CAPM）是常用的一种证券定量组合分析方法。
The capital asset pricing model(CAPM)is a method in common use for analyzing securities combination in mathematical form.
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.
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.
资本资产定价模型(CAPM)假设投资者具有一致预期，关于资本资产各项特征的判断完全相同，投资者会选择同一个更优的组合。
Capital asset Price Model (CAPM) presumes that all investors have same prolepsis about asset characteristic in capital market, and investors will chose same portfolio to maximize their return.
最后分析了行为金融的几个主要理论模型，分别是期望理论、行为资产定价模型和行为金融组合理论。
I also analyze some important BF models, which are prospect theory, behavioral asset pricing theory and behavioral portfolio theory.
对资产组合理论、证券组合理论、资本资产定价模型的基本思路及方法进行了评述，并对几点不足之处进行了改进及实证检验。
In this paper, a commentary and an annotation to the basic ideas and methods of the asset portfolio theory, the security portfolio theory and the capital asset pricing model (CAPM) are presented.
本文立足于我国转型期内的经济金融特征，构造了一个银行资产组合行为的局部均衡模型。
According to the economic and financial characteristics in the transitional period of China, the paper establishes a partial equilibrium model of Banks portfolio behaviors.
二是建立在银行既定收益率和相关法律法规约束下以组合信用风险最小为目标的资产组合优化模型。
The second is considering the constrain on the established earning, laws, regulations and sets up the optimal model of asset-portfolio.
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.
第三章建立了基于非线性区间函数风险控制的资产负债组合优化模型。
The second chapter structures the optimal model of asset portfolio to control both credit and interest rate risks.
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.
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.
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