...* * 2 1 0 (4) 74 辅仁管理评论,第十五卷第三期,民国97 年9 月 其中 it CAAR 是第 i 公司在第 t 年的风险调整 (risk adjusted) 异常报酬, it Myopic 乃类别变数,当归类为短视公司其值为 1,其馀为 0; it ELEC 为 虚拟变数,第i 公司若属于电子业为1,其馀...
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计算正常报酬的方法通常有三种:均值调整法(mean-adjusted)、市场调整法(market adjusted)和风险调整法(risk adjusted)。(均值调整法计算过程简单,缺乏足够的理论依据。
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risk-adjusted discount rate 风险调整折现率 ; 风险调整贴现率法 ; 风险调整贴现率
Risk-Adjusted Rate of Return 经风险调整的收益率 ; 风险调整收益率 ; 按经风险调整的收益率 ; 风险调整回报率
Risk Adjusted Discount Rate 风险相应贴现率 ; 风险调整贴现率法 ; 险调整贴现率法 ; 贴现率
Risk Adjusted Return on Capital 风险调整资本回报率 ; 资本收益率 ; 经风险调整的资本收益率 ; 风险调整后的资本回报率
Risk-Adjusted Return On Capital 险调整的资本收益率 ; 风险调整的收益 ; 根据风险调整的收益 ; 险调整的资本回报
Morningstar Risk-Adjusted Return 晨星风险调整后收益 ; 风险调整后收益
risk-adjusted probability 风险调整概率
risk-adjusted capital 风险调整资本 ; 风险调整的资本比率 ; 本比率
risk-adjusted discount factor 风险调整折现系数
How that performance is measured will also change, to reflect risk-adjusted profits as well as the bank's relative total shareholder return.
业绩如何衡量也要有所改变,使之能反映根据风险调整后的利润以及银行相对的总的股东回报。
And if you look at returns on a risk-adjusted basis, as some converts to the cause now urge, it may even be a more profitable one than before.
如果你基于风险调整来评判回报,正如许多现在鼓励的目标的转变,它或许比以前更加有利可图。
The conclusion reached by the papers I've read is that the risk-adjusted outperformance more than makes up for the additional downside risk.
我读过的这些文件的结论是,这类经风险调整得来的跑赢与其说是修整不如说是进一步的下跌风险。
But it's not quite true, because typically what they actually do that, is they say it's adjusted for risk.
但是这是不对的,因为它们实际上就是存在这种情况,它们会根据风险进行调整。
Or are you going to manage each individual asset class actively, trying to beat the market and generate risk-adjusted excess returns?
还是积极管理每项资产,力求获得市场水平以上的回报率,以及风险调整后的超额收益
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