| 1. | Basis point : normally one hundredth of a percent ( 0 . 01 per cent ) , so 100 basis points is1 per cent . used in quoting movements ininterest rates or yields on securities
基点:通常为0 . 01 % ,因而100个基点即1 。用于标报利率或证券收益率的变动。 |
| 2. | Treasury inflation - protected securities spreads ( the difference between yields on conventional treasury securities and tips ) suggest only a modest increase in inflationary expectations
目前的国债通胀保值债券息差(传统国债证券收益率和通胀保值债券收益率之间的差额)表明，通胀预期值仅有小幅上升。 |
| 3. | On the basis of summarizing risk budgeting technique in being , this paper introduces multi - factor model into process of risk budgeting , and sets up program of multi - factor - risk budgeting
摘要本文在对现有风险预算技术进行评述的基础上，将证券收益的多因素模型引入风险预算过程，建立了基于多因素模型的风险预算方法。 |
| 4. | The second chapter tests the relationship of securities yield and coefficient b first . the result indicates that the relationship is weak and there should be other factors acted on securities yield
第二章首先检验了证券收益率与系数的关系，结果发现，系数对证券收益率的解释程度并不高，应该还有其他因素对证券收益率也起着不可忽视的作用。 |
| 5. | When the covariance matrix formed by securities yields is positive definite , we provide the model with transaction costs , the risk is b index risk , researching the model under short sale and no short sale separately
在证券收益率之间的协方差阵为正定矩阵时，给出了以值风险为风险指标的含有交易费的证券组合投资模型，并分别在允许卖空和不允许卖空两种情形下进行了讨论。 |
| 6. | In order to find the influencing factors of securities yield , describe and weigh risk more exactly , which will make people ' s investment more rational , it is quiet important to research securities investmet portfolio
为了找出决定证券收益率的影响因素，更合理准确地描述和度量投资风险，从而使人们的投资行为更加理性和科学，研究证券投资组合模型有着十分重大的理论和实际意义。 |
| 7. | On the other hand , this paper tried to study the risk budgeting on the application of portfolio through introduction of risk budgeting and bring in the multifactor model of security return to risk budgeting process to set up the risk budgeting system which
另一方面,本文试图通过对风险预算的介绍,考察风险预算技术在投资组合中的应用,将证券收益的多因素模型引入风险预算过程,建立基于多因素模型的风险预算系统体系。 |
| 8. | We sets up a multi - factor model of portfolio choice with benchmark by introducing the multi - factor model of securities return into the multi - factor model for investment with benchmark portfolio , studies its solution and the problem on setting value of controlling parameter in the model
摘要将证券收益的多因素模型引入基于市场基准的投资决策模型，建立了基于市场基准的多因素证券组合投资决策模型，研究了模型的解和模型控制参数值的选取问题。 |
| 9. | When the covariance matrix formed by securities yields is non - oppositive definite , we provide the model with transaction costs , which risk is variance matrix risk . when the covariance matrix formed by securities yields is not exist , the risk we use is absolute deviation risk and semi - absolute deviation , which is differ with traditional risk such as variance matrix risk or semi - variance matrix risk
在证券收益率协方差阵不一定存在时，给出了不同于以往以证券收益率间的方差或是半方差为风险度量指标而是以绝对离差为风险指标和以半绝对离差为风险指标的含有交易费用的证券组合投资模型。 |
