证券市场异常现象，是指风险调整后证券收益率超过预期收益率的现象。
Security market anomalies refer to the particular phenomenon in which the risk-adjusted returns to securities in mind exceed the expected values.
根据各种证券收益率的统计数据，提出了基于模糊多目标规划的一种新的证券投资决策模型。
Based on statistical data about profit rates of various securities, this paper provides a new model for the decisions of securities investment with the help of fuzzy multiple objective programming.
6月8日以来，葡萄牙10年期借款成本一直在10%或以上，而类似存续期的希腊证券收益率为22.84%。
Portugal's 10-year borrowing costs have been 10% or higher since June 8, while Greek securities of similar maturities yield 22.84%.
然而，近来不断增长的迹象暗示，被这个模型所暗指的典型的高持续性不再能刻画汇率或证券收益率的行为了。
Recently, however, growing evidence has suggested that the typically observed high persistence implied by this model does not characterize the behavior of stock returns.
如果固定收益证券持有至到期日，则投资人的收益率将得到补偿。
The rate of return an investor receives if a fixed-income security is held to maturity.
它们循环利用各自国家的经常账户盈余，使之转换成美元证券，压低了收益率水平。
They have recycled their countries' current account surpluses into dollar securities, holding yields down.
尽管美联储尚未购入住房抵押贷款支持证券（MBSs），从公布消息之日起收益率已由5.45%下降到了3.9%。
The Fed has not yet bought any MBSs, but their yields have dropped from 5.45% to 3.9% since it proposed doing so.
理论上讲，当美联储买进证券时，证券价格会被推高，收益率会被拉低。
When it buys securities, in theory, that should drive up the price and drive down the yield.
10年期的债券收益率从2.65%跌至2.53%，几乎同时，预期的通胀率也已稳步走高(预期的通胀率的测量是通过通胀指数证券市场获得)。
The 10-year bond yield has fallen from 2.65% to 2.53%. At the same time, expected inflation, as measured by the inflation-indexed bond market, has risen steadily.
比起那些购买滞价证券的投资者，同样是在过去的一年中，那些购买表现卓异股票的投资者往往能够斩获更为丰厚的资金回报（10%的年收益率）。
Investors who buy the best-performing shares over the previous year earn much higher returns (ten percentage points a year) than those who buy the laggards of the preceding 12 months.
以贴现方式出售的证券的收益率。
日历效应是指证券市场出现的在某一特定时间进行交易可以获得超额收益率的现象，它的表现形式主要有星期效应和月份效应。
Calendar effects mean that market returns associate with the specific transaction date in stock market, there re two important forms: day of the week effects and month of the year effects.
因此，如何认识中国证券市场影响收益率的风险因素无疑具有重要的理论意义与现实意义。
No doubted, it has the very important theoretical and practical significance in how to analyze the risk factors that affect the stock return of the China's security market.
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.
对于证券市场，人们最关心的是其收益率与流动性。
For the security market, what we care about most are return and liquidity.
汇丰证券预期，未来12个月内地航空供不应求，纾缓客运收益率下降压力。
The negotiable securities that collect abundant anticipates, future aviation of 12 months inland demands exceeds supply, yield of Shu delay passenger transport leaves step-down force.
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.
传统金融理论通常把收益率的方差作为风险的度量指标，并在选择证券组合时假设市场方差为常数。
We usually take variance as the index of capital market venture, and suppose that the variance of market return is a constant.
选取上证综合指数收益率的增量作为反应事件，检验收益率是否会对证券公司在对下一个交易日的指数预测产生影响，从而分析我国机构投资者是否存在启发式偏差。
The yields of the indices of Shanghai Stock Exchange are chosen as the subjects for testing whether or not it will influence Chinese investors' prediction on next trading day's Index.
太多担心的事情一样，风险溢价和收益率将保持人民摆脱最近的牛市说，理查德伯恩斯坦，美林证券的首席战略家的定量。
Too much worry about things like the risk premium and earnings yields would have kept people out of recent bull markets, says Richard Bernstein, Merrill Lynch's chief quantitative strategist.
针对预期收益率与风险损失率为模糊数时，建立了一种具有模糊系数的证券组合投资选择模型。
A optional model of portfolio investment with fuzzy-coefficient in which profit rates and risk rates are fuzzy Numbers is presented in this paper.
马柯维兹均值—方差模型使用收益率的方差度量证券的风险，但是实际分布呈尖顶胖尾状，使得方差可能不存在。
Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.
本文研究《证券法》实施之后的2000—2006年沪深股市收益率与波动的周内效应。
This paper investigates the day-of-the-week effect on stock return and volatility in China during the period of 2000 to 2006.
测算市盈率对于确定证券组合预期的持有期收益率非常重要，这正是估价任何证券组合的基础。
Measuring the price-earnings ratio of share is important for determining the expected holding-period return which can be used as a basis for valuing any portfolio.
除了投资者希望持有美元计价证券最安全发行人——美国财政部的负债以外，很难找到长期美国国债收益率如此之低的原因。
It is hard to see a reason for yields on long-term Treasuries being so low, other than a desire to hold the liabilities of the US Treasury, safest issuer of dollar - denominated securities.
再利用计算机模拟股票价格收益率的分布特征，模型很好的刻画了现实证券市场中股票收益率分布的宽尾现象、长记忆性，以及累积分布中尾部收益的指数递减现象。
We investigate the fluctuation of price process in a stock market with Ising model and the mean field theory, and construct the corresponding random logarithmic price returns process.
这与经典资本资产定价模型相冲突，对资本资产定价模型的进一步回归检验表明，证券资产平均收益率也仅与总风险相关。
This runs counter to the classical capital assets price model. A further regressive test on the classical capital assets price model also shows that the average relates only to total risk.
证券市场上收益率分布存在严重的偏峰厚尾现象；
In the security market, return-loss distribution exist the severe phenomenon of excess kurtosis and heavy tail;
证券市场上收益率分布存在严重的偏峰厚尾现象；
In the security market, return-loss distribution exist the severe phenomenon of excess kurtosis and heavy tail;
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