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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