3) risk-free interest rate
无风险利率
1.
Under the circumstance of listing dynamics model on the housing price, the pricing on incentive option of housing is analysed when the risk-free interest rate is a constant.
把住房资源激励机制转化成住房价格指数期权问题,给出了住房激励期权价值的一般性计算方法,并在给出住房价格动力学模型的前提下,分析了无风险利率为常数时的住房激励期权价值。
2.
In the existing real option pricing model,risk-free interest rate as the discount rate is regarded as constant and does not change.
在现有的实物期权定价模型中,作为折现率的无风险利率被视为常数不发生变化,但实际上由于实物期权的到期时间较长而且不一定固定不变,作为折现率的无风险利率也并不总是固定的,而有可能发生变化。
3.
The boundary condition of risk-free interest rate is obtained.
本文在充分研究住房抵押贷款价格函数对于提前支付行为的二阶性质的基础上 ,确定了有关提前支付的无风险利率临界条件 ,得到了提前支付概率的精确公式和住房抵押贷款定价的期望值模型。
4) risk-free investment
无风险投资
1.
The efficient boundary of the stocks combination investment and the influence on it by the risk-free investment;
证券组合投资有效边界的研究及无风险投资对其的影响
2.
This paper establishes a portfolio Selection model under constraints of both VaR and risk-free investment, and under the assumption that the rates of securities returns are normal random variables, the explicit formulas of investment proportions and the mean-variance efficient frontier of the optimal portfolio are presented.
本文提出了具有VaR约束和无风险投资的证券组合优化模型,在证券收益率服从正态分布的前提下,给出有效投资比例及有效边界的解析形式,它是传统的均值-方差模型及有效证券组合的推广。
5) unbiased risk thresholding
无风险阈值
6) riskless asset
无风险资产
1.
Formerly research on portfolio selection mostly made assumption with the riskless asset,but the riskless asset does not exist in fact.
以往关于资产组合选择的研究大多假设市场上存在无风险资产,但无风险资产实际上是不存在的。
2.
Considering the existence state of riskless asset, we set up optimization model of uncorrelated assets combinaton investment under various constraints, and present the efficient combination set as well as its caculation formalas of investment proportions.
根据无风险资产的存在情况，分别建立了各种投资约束条件下不相关资产组合投资优化模型，给出了有效组合集及相应的投资比例计算公式，讨论了有效组合投资期望收益率的变化对资产投资比例的影响。
补充资料：风险投资的风险
风险投资的风险是指投资活动中人们不希望的后果出现的潜在可能性。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条