在不确定条件下, 资产报酬率还存在着实际报酬率(actual returns) 与期望报酬率(expected returns) 的区分: 实际报酬率是在实际中所获得的报酬率, 是一种事后的计量; 期望报酬率是各种报酬率可能性的加权平均, 其中的权数为各...
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估计某一事件发生或公布后,对于股价影响,必须建立股票报酬率的「预期模式,以估 计「预期报酬(expected returns)。股票报酬率的预期模式有很多种,应用最广的是「
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...( Investment Management Service ) 第一步:挑选资产类型( Develop Asset Class Input ) 期望收益( Expected Returns ) 标准差( Standard Deviations ) 相关系数( Correlations ) 第二步:建立资产模型( Create Asset Class Model ) 均方...
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Stock expected returns 股票预期收益
estimates of expected returns 期望收益的估计
expected returns in domestic deposits 国内存款预料中的回报
expected stock returns 期望收益率 ; 股票的期望收益
expected net returns 预期净收益
The results show the relationship between expected returns and volatility is time varying, and the effect of volatility on expected returns is weak.
研究结果表明,预期收益与波动之间的关系是时变的,波动(条件方差)对预期收益的影响并不显著。
参考来源 - 中国股票市场价格波动的理论与实证研究·2,447,543篇论文数据,部分数据来源于NoteExpress
And 3g was not yielding the expected returns in Europe.
并且3g在欧洲也没有产生预期收益。
That expected returns rise and investors become willing to buy shares again.
收益上升,投资者更乐意购买。
Then we test the relation between expected returns and expected risk with the GARCH-M model.
然后,应用均值GARCH (GARCH - M)模型检验预期收益与预期风险的关系。
Underlying this analysis, we have estimates of the expected returns on assets, notably, the expected returns on stocks and bonds.
凭借这个分析,我们可以估算出资产预期投资收益,特别是股票和债券的预期收益。
Depending on where the assets expected returns are and the assets' standard deviations, we can see that we might be able to do better than--have a lower variance than either asset.
根据资产的预期收益,以及收益的标准差,可以看到我们有更好的选择,这里的方差值比以上两种方案都要低。
You take all the risky assets ... and you analyze them first to get their-- you have to do a statistical analysis to get their expected returns, their variances, and their covariances.
你需要对所有的风险资产进行分析,首先要得到它们的-,你必须要做一个统计分析,算出它们的预期收益率,方差,和它们的协方差。
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