系统风险

此外利用GARCH模型分析权证对标的股票系统风险β的影响。

Besides , analyze the underlying stock on the impact of systematic risk β through GARCH model .

实证结果支持多分辨系统风险假说和多分辨高阶矩CAPM的成立，为构建动态投资组合分散金融风险的动态影响提供了证据。

The empirical results sustain the hypothesis of multi-resolution systematic risk and multiresolution CAPM , which provide experienced evidence for dynamic portfolio to disperse risk .

沃尔克法则2009年由美国总统奥巴马（Obama）提出，目的是降低金融系统风险。

The Volcker rule was proposed by President Obama in 2009 as a way of mitigating risk in the financial system .

基于CAPM系统风险分析及实证研究

The Analysis and Empirical Research of the Systematic Risk Based on CAPM Model

早期实证研究表明预期股票收益由系统风险BETA决定，可用CAPM模型进行预测。

Early empirical studies showed that expected stock returns can be decided by beta and can be forecast by the CAPM model .

本文采用基于PC集群和消息函数机制的并行算法，提高了电力系统风险评估的计算速度，降低了设备投资，提高了维护效率。

This thesis employs the parallel-computing algorithm based on PC clusters and message function mechanism , which successfully accelerated the calculation of power systems risk assessment , reduced the equipment investment and improved the maintenance efficiency .

结合当前国际上流行的VaR风险管理模型，在生态风险理论有关研究的基础上，建立了一类新颖而实用的区域生态系统风险管理模型-EVR。

Based the research about ecological risk theory , the model of EVR has been established with use of VaR which is a very popular risk management model in international market . EVR is a new and useful risk management in regional ecosystem .

讨论了采用渐进的方法的渐进单因素模型具有对工具的资本要求组合不变性的两个条件，并给出了利用系统风险的分布代替违约损失分布进行在险价值（VaR）的计算方法。

This thesis discusses that the asymptotic one-factor model have the necessary conditions which make it has the character of portfolio-invariant capital charges , and it give a method of VaR calculation that uses the loss distribution of systematic risk instead of the distribution of default loss .

该模型以市场指数的RSI（40）指标作为系统风险的度量，用引入无风险资产的单指数模型计算组合中各资产的投资比例。

That model use the index sign of RSI ( 40 ) of the market index as the generous character of the system risk , use the single index model of with the non risk property to calculate combination the inside the investment comparison of each property .

单项金融资产整体风险及系统风险的衡量

The measure of entirety risk of individual monetary and systematic risk

关键工程系统风险管理研究进展

Review of Research on Risk Management for Critical Engineering System

但是，它也可能给经济带来巨大的系统风险。

However , it may bring the enormous systematic risk to economy .

基于经常性事件的信息系统风险评估优化决策

Optimization method for strengthening information system risk assessment decision making on common case

可持续发展综合系统风险研究

Research on the Risks of Sustainable Developmental Comprehensive System

非系统风险与股票预期收益率负相关；

Second , idiosyncratic risk and expected return of stocks are negatively related .

模糊系统风险测量的数学方法

Mathematical Methods for Risk Measurements on Fuzzy System

目前，我国支付清算系统风险管理现状还不尽如人意，在法律法规建设、运行管理和系统建设等三个方面还存在不少问题。

In china , there are many problems in the payment system risk management .

大型强激光系统风险评价方法

Risk assessment method for large powerful laser system

投资组合保险策略的产生和发展为投资者规避系统风险提供了理论和技术上的支持。

Portfolio Insurance Strategies offer to solve the above problem in both theory and techniques .

如何控制系统风险？

The risk of control system how ?

另一方面混业经营可能产生系统风险、关联交易风险等问题。

System and related-party transaction risk may arise in mixed group on the other hand .

通货膨胀成了历次金融衍生工具系统风险的根本原因。

The inflation becomes the basic reason of the systematic risk of all previous financial derivatives .

三是系统风险；

Three is system risk ;

其次是对风险和数字保存系统风险的概念定义和界定。

Next is the definition of a concept and define to risk and the digital repository risk .

据此原理，建立适用于电力系统风险评估的变压器时变停运模型。

Based on this knowledge , the time-varying outage model for risk assessment of transformers is built .

股市的系统风险与股票价格是否围绕其内在价值波动密切相关。

The stock market system risk is nearly related to whether the stock price encircled its inner value .

非系统风险是一种特定公司或行业所特有的风险，它是可以通过资产多样化分散的风险。

Nonsystem risk is a special risk only for some companies or industries which can be diversified from multi-asset .

为了规避系统风险，可以用股票指数期货对养老保险基金投资的股票组合进行套期保值。

To elude the systemic risk , stock index futures can be used in the stock portfolio of pension found .

最后两个要素则是框架的目的，其属于对系统风险进行防范和监管的范畴。

The last two elements are the purpose of the macro-prudential framework , designed to prevent and regulate systemic risk .

组合投资的系统风险与非系统风险&兼评王辉等人的《投资组合风险的分散化研究》

System Risk Non-System Risk of Portfolio Comment Concurrently on a Decentralized Study on Portfolio Risks by Wang Hui et al .