查询词典 portfolio

Such as Markowitz"s modern assets portfolio theory, Sharp, Minter and Mossin"s Capital Assets Price Model; Ross"s Arbitrage Pricing Theory; Black-Scholes"s the option of fixes the price classical capital market theories. They are all based on EMH.

例如马克维兹现代资产组合理论，Sharp、Minter、Mossin的资本资产定价模型，罗斯的套利定价理论，Black-Scholes的期权定价公式等经典资本市场理论，都是以有效市场假设为前提的或者与之有密切的联系。

He was one of the Abbots of Misrule, and his portfolio was to journey into the world of Krynn and dispense bad advice and terrible truths.

他是混乱评议会的一名长老，他的主要职责就是在克莱恩位面上出差，像智囊团一样到处提供意见和建议-不过与智囊团不同的是，他提供的大多是坏的。

Alarm for CO and SO MOKE Alarm and related portfolio machine debugging, testing, manufacturing processes, are quite familiar.

对CO Alarm和SOMOKE Alarm及相关组合机的调试、测试、生产制程，十分熟悉。

In this paper, we utilizes saddlepoint approximation to the conditional moment generating function to estimate portfolio credit loss distribution and calculate Value-at-Risk.

最近几因公司内部因素而导致公司违约最受注目的违约事件即为安案，因此本文在违约模型中加入额外潜在变描述额外违约风险。

In modeling heavy tails,we focus on multivariate t distributions and derive the moment generating function of the quadratic approximation.Then we use Fourier transform,Chebychev's Inequality and numerical technique inversion to approximate VaR value of portfolio,compared with Cornish-Fisher Expansions normal model and Delta-Normal model.

在推导出多个外汇期权的投资组合的二次近拟的矩母函数表达式基础上，本文使用傅里叶变换、切比雪夫不等式、数值转换计算求出投资组合的VaR的值，并和基于多元正态分布Cornish-Fisher模型以及基于Delta-正态模型计算所得的VaR值了进行比较。

Joining Sears in sitting atop the mother lode of real estate value is Kmart, another large retailer we hold in our Stock-Pickers Portfolio.

和西尔斯一样，坐拥房地产巨大价值的公司还有Kmart，它是我们选股投资组合中另一家大型零售商。

Displaces is simultaneously pays great attention to the goal and the process, and the teaching process mutual conformity interaction, the multiplication, the dynamic process evaluation. By science of library classification this article straightens out the foundation (Contend analysis, Post-modernism, Multi-intelligence), connotation and evaluation tools (students card, growth portfolio, academic performance on biological learning) of the process evaluation.

取而代之的是同时注重目标与过程、与教学过程相互整合的互动化、多元化、动态化的过程性评价本文通过文献法理清了过程性评价的理论基础(建构主义、后现代主义、多元智能论)、内涵及所需的主要评价工具(学生生物学科日常学习记录卡、生物学科学生成长袋、生物学科学生成绩记录册)。

The major characteristic of the new method is that it computes the portfolio's VaR by using the functions of copula and marginal distributions only, and don't need to confirm the expression of the multivariate distribution.

其主要特点是只需要考虑连接函数与边际分布，就可以计算投资组合的在险价值，而不需要确定联合分布的具体形式。

Not only the non-linear dependence between financial markets is able to be caught, but also the more flexible multivariate distribution which can be use to analyze portfolio VaR is able to be obtained from this model.

该模型不仅能够得到金融市场间的非线性相关性，而且可以得到更灵活的多元分布，进而用于资产投资组合VaR分析。

Traditional portfolio theory based on multivariate normal distribution assumes that investors can benefit from diversification by investing in assets with lower correlations in order to avoid risk.

基于多元正态分布的投资组合理论认为，投资者可以通过投资于低相关性的不同资产规避风险，资产间的相关性可以通过线性相关系数来度量。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。