股票风险

以武钢股份（600005）的VAR的计算作为一个例子说明了单只股票风险控制的方法及其计算过程。

Regarding WuGang share ( 600005 ) as a example to explain the calculation method and calculation processes of the stock risk control of single stock with VAR.

会计舞弊、控制权转移和股票风险变化

Accounting Fraud , Transfer of Control Right and Change of Stock Risk

上周，美国国家经济研究局（NationalBureauofEconomicResearch）发布的一项工作报告认为，由单身CEO管理的公司其股票风险高于那些由已婚CEO管理的公司。

A working paper released this week by the National Bureau of economic research finds that the stocks of companies with chief executives who are single are riskier than the shares of companies run by CEOs who are hitched .

在上述几个问题的基础之上提出了VAR在我国的适应性及其对于单只股票风险控制不太实用的原因分析。

In above the foundation of a few problems putting forward the adaptability for VAR in our country and its reason why risk control is not adaptability for single stock .

我们对“股票风险溢价”的研究似乎表明，由于“欧元尾部风险”，市场可能正给gdp“灾难情形”赋予并非微不足道的几率。

Our research into the " equity risk premium " suggests that markets may be assigning a non-trivial probability to a " disaster scenario " for GDP as a result of " Euro tail risk " .

关于股票风险控制的某些问题的研究

A study of Some Problems on the Risks of Stocks Control

中小企业股票风险与收益的实证研究

Empirical Research on the Risk and Return of Mini-medium Enterprises ' Stock

对我国是否存在股票风险溢价问题进行实证检验；

An empirical study on equity premium in China .

股票风险的估计模型及其应用研究

Estimation method of stock risk and application research

一只股票风险指标β系数直接反应出，The，β，市场组合变动与投资收益的相关性。

Of a stock is how much it reacts to movements in the market portfolio .

从股票风险管理理论和应用角度讨论了股票风险估计问题。

This article discusses the stock risk pricing from the view of stock risk management theory and practice .

论文还从引起多尺度特征的可能原因入手，分别分析了交易频率、股票风险类型对β系数的多尺度特征的影响。

Furthermore , the paper researches how the trading frequency and risk style factors influence β' s multi-scaling characteristics .

对冲股票风险的唯一可行方式是通过股指期货，但这对那些交易个股或板块的投资者来说没什么帮助。

The only viable way of hedging exposure is through index futures , unhelpful for those trading specific stocks or sectors .

职业经理人应当得到良好的回报，但不应给予他们股票风险型（基本上不会下跌）的回报。

Professional managers should be well rewarded but not on terms which give them equity risk-type returns , with little downside .

股票风险溢价股票市场为弥补市场风险，相对无风险率的额外回报。

Equity risk premium the extra return that the stock market provides over the risk free rate to compensate for market risk .

但长期而言，就股东权益风险及长期持有股票风险均有明显下降的趋势。

But says for a long time , the shareholder rights and interests risk and the stock holding risk has the obvious drop in the long-run risk tendency .

他早在1924年就意识到，相对于债券，股票风险溢价使得投资股票应会获得长期的超额回报。

As early as 1924 , he had realised that the risk premium on equities should provide a long-term excess return on equities relative to bonds , when the conventional wisdom was the opposite .

股指期货作为一种金融衍生工具是因股票风险管理的需求而产生，在全世界资本市场迅速发展，成为全球金融衍生品市场的主流品种。

Since its arising from market demand for risk management of stock , stock index future has developed rapidly in capital markets around the world , and has become a mainstream in the global financial derivatives market .

想象这样一家简单的公司：其销售额增长为3%，自由现金流为400万美元，股票风险溢价为5%，贝塔系数为1，而且无债务。

Consider a simple company growing sales at 3 per cent , making free cash flow of $ 4m with an equity risk premium of 5 per cent , a beta of 1 , and no debt .

第一部分是股票风险管理概述，介绍股票风险管理的概念、股票筹资风险在企业风险管理中的地位及研究现状。

The first part is the summery of the risk management of the stock and recommends the concept . It also introduces the risk management of the stock in the risk positions and research current situations in enterprise 's risk management .

美国股市平均估值显示的实际回报率为6.5%至7%，这意味着大约4个百分点的“股票风险溢价”回报率与无风险政府债券收益率之差。

The average valuation of the US stock market corresponds to a real return of 6 ? - 7 per cent , which implies an " equity risk premium " a margin of return over risk-free government bonds of about 4 percentage points .

针对这种情况，试用结构方程模型给出了定量研究多因素股票风险计量模型的方法，并作实证分析，结果表明基于结构方程模型的多因素风险计量模型是可行的。

This paper tries to quantitatively study multiple factors of the stock risk model by using the Structural Equation Model , and makes the empirical analysis , the results of which show that the stock risk model based on Structural Equation Model is feasible .

分析了股票风险的特征及估计的困难，探讨了股票风险估计的方法&系统性风险的因素模型，在此基础上建立了股票风险估计模型并进行了应用模拟。

Firstly , it analyzes the feature of the stock risk and the difficulty of pricing , then it discusses the evaluation method of stock risk pricing & factor model of systematic risk , and creates stock risk pricing model basing on it and application .

这个公司的官网称，投资他们的股票没有风险，非常安全。

It says on the company website that investing in their stocks is as safe as houses !

基于修正的PIN模型的股票信息风险测度研究

A Study on Measuring Information Risk of Stocks Based on the Corrected PIN Model

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 .

本文利用Kendall协同系数检验考察我国股票市场风险和收益的风格效应。

Using the test of Kendall 's coefficient of concordance , this paper studies the style effect of return and risk in Chinese stock market .

此外，研究发现将Fama-French三因素作为影响行业股票收益风险因素的一般统计量，具有一定经济含义。

In addition , studies found that three Fama-French factor model can be seen as a general statistic that affects the risk of stock returns .

文章最后分析了传统风险衡量的标准及其缺陷，指出Hurst指数可以用来取代方差作为衡量股票投资风险的标准，并作了实证分析。

This dissertation finally analyzes the standards and the flaws of the traditional risk measure , claiming that Hurst exponent can take the place of square error to function as the standard for measuring the risk of stock investment .

宏观压力背景下股票市场风险的稳定性研究

Macro Stress-testing of Stability and Risk for Stock Market in China