因子模型
- 与 因子模型 相关的网络例句 [注:此内容来源于网络,仅供参考]
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this paper introduces the development of the theory of asset pricing, mainly of random discount factor model.
本文简要介绍了资产定价理论的发展,主要分析了随机折现因子模型。
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Assessing specification errors in stochastic discount factor models.
评估随机贴现因子模型的规格错误。
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Random matrices; empirical spectral distribution function; Stieltjes transform; convergence rate; factor model; time series
基础科学,数学,概率论、数理统计随机矩阵;经验谱分布; Stieltjes变换;收敛速度;因子模型;时间序列
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Moreover, we find the first and second factors are the real indictors and the third factor is the price indictor.
此外利用动态因子模型所产生的十二个因子当中,我们发现第一个与第二个因子可以表示为实质指标,而第三个因子可以表示为物价指标。
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What 's more, the effect of skewness on Fama-French three-factor model is much smaller than that on CAPM.
并且偏态因素对三因子模型的影响远不如对传统CAPM的影响。
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PCA is to perform the variable transformation, whereas factor analysis needs to form a factor model.
主元分析只是进行一定的变量变换,而因子分析则需构成因子模型。
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The assuption that independence between different sector risk factors is an obvious drawback of the original CreditRisk+ model. The amened model such as the single factor model, the compound gamma CreditRisk+ model and the two stage CreditRisk+ model still have their own problems.
行业风险因子之间相互独立的假设是原CreditRisk+模型的明显缺陷,随后对其进行修正的单因子模型、复合Gamma CreditRisk+模型和两阶段CreditRisk+模型仍存在问题。
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Finally, the empirical result of the single systemic factor model showed that the common factor Z had periodicity existed; that is to say, if Z was negative in average within the first quarter, then that meant the overall economic situation in that quarter was not good, and affected every enterprises credit ratings declining.
最后,单一因子模型的实证发现,共同因子存在一个周期性,即每年的第一季Z均为负,表示该季总体经济状况不好,使得平均每一家企业的信用评等均下降,每年的二四季Z均为正,表示这三季的总体经济状况良好,使得平均每一家企业的信用评等提升。
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Introducing volatility index in French etal(1987) and based on the above four-factor model, we bring forward a new perspective to discuss idiosyncratic risk, and we also bring forward a new model of intra-day liquidity to investigate the corresponding risk premium.
引入了French et al(1987)波动率指标,基于因子模型给出了一种考察个股风险的新视角,同时提出了一种新的刻划日内流动性风险模型,来研究流动性风险的风险溢价。
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Considering the complexity of models, this research recommenced using 6-factors model.
经检验,此2种模型的模拟精度均较高,考虑到模型的复杂性等,研究中推荐使用6因子模型。
- 推荐网络例句
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As she looked at Warrington's manly face, and dark, melancholy eyes, she had settled in her mind that he must have been the victim of an unhappy attachment.
每逢看到沃林顿那刚毅的脸,那乌黑、忧郁的眼睛,她便会相信,他一定作过不幸的爱情的受害者。
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Maybe they'll disappear into a pothole.
也许他们将在壶穴里消失
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But because of its youthful corporate culture—most people are hustled out of the door in their mid-40s—it had no one to send.
但是因为该公司年轻的企业文化——大多数员工在40来岁的时候都被请出公司——一时间没有好的人选。