Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market;
中国股票市场的三因子时变风险溢价模型研究
An Empirical Study on the Systematic Risk Premium and Illiquidity RiskPremium of the Shanghai Stock Market Based on the Time Series;
基于时间序列的上海股市系统风险、流动性风险溢价实证研究
This text comprehensively analyses the feasibility of capital assets pricing model (CAPM) in the appraisal field, and positively analyses the calculating form of coefficient in model, such as risk -free rate of returns, risk premium, enterprise risk measure β coefficient, etc.
全面分析了资本资产定价模型(CAPM)在评估领域中应用的可行性,并对该模型中的系数无风险报酬率、风险溢价、企业风险程度β系数等的测算形式进行实证分析,提出适合我国评估方法应用的解决方案。
This model made of β risk premium basis risk premium and systematic risk premium.
本文基于资本资产定价模型给出了股票指数期货套期保值原理数学模型,该模型由β风险溢价、基差风险溢价和系统风险溢价三部分构成,系统风险溢价决定套期保值买卖期货合约份数,β风险溢价、基差风险溢价决定套期保值效果,该模型不仅从本质上反映套期保值实际意义,而且揭示了为实现股票指数期货的套期保值目的必须对β风险和基差风险进行有效的综合控制。
Rishi Goyal s and Ronald Mckinnon theory of negative risk premium shows that Japan s banks are hard to make profit under the circumstances of liquidity trap.
麦金农的负风险溢价理论说明,在流动性陷阱的情况下,日本银行业很难赢利。
A higher risk premium for the equity market has already been priced in.
股市已将更高的风险溢价计入股价中。
A Study of Liquidity Risk Premium in Chinese Stock Markets;
我国股票市场的流动性风险溢价研究
An Empirical Study on Term Risk Premiums in Bond Returns;
交易所国债期限风险溢价的实证研究
Enlightenment of Equity Risk Premium of A-shares;
A股市场股权风险溢价的历史及启示
4) It can decide the level of stock price.
股权风险溢价是股票价格水平的决定性因素。
Downside Risk Premia: The Theory and Evidence of Stock Market in China;
损失风险溢价：理论与中国股票市场的实证
A panel-based empirical study on risk premium of China s T-bonds;
基于面板模型的中国国债风险溢价实证研究
The Systematic Liquidity Risk and Premium of Shanghai Stock Exchange;
上海股票市场系统流动性风险溢价研究
Term Risk Premium in Government Bonds: Forecasting Model and Application;
国债风险溢价预测模型在债券投资中的应用
Loan Risk-Premium,Loan-loss-provision and Forecasting provisioning;
风险溢价、预期损失与预测贷款损失准备金
Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market;
中国股票市场的三因子时变风险溢价模型研究
Study on B/M Effect in Chinese Stock Market Bases on Risk Premium and Characteristic Factors;
基于风险溢价和特征要素的中国股市B/M效应
The Quantification of Liquidity Premium Based on an Optimal Liquidation Strategy;
基于最优清算策略的流动性风险溢价测算
Study on Risk Premiums of Correlation and Idiosyncratic Volatility Using DCC
DCC架构下相关性和特质波动性的风险溢价
Research of Risk Assessment and Emergency Management in Jinzhou Port
锦州港溢油风险评价及应急管理研究
Liquidity Risk and Its Premium in Chinese Stock Markets;
中国股票市场的流动性风险及其溢价效应研究
Study of Environment Risk Assessment on Tanker Oil Spilling in Ningbo-Zhoushan Harbor;
Preliminary Research on General Risk Assessment of Tanker s Oil Spill in the Sea Area of Dalian Xin gang;
大连新港海区油船溢油风险总体评价初探