This paper studies the risk-return correlation of China s listed companies.
在对我国上市公司风险-回报的相关关系进行了实证研究后发现,在1996-2000和2001-2005两个时间段上,我国上市公司的风险-回报无论是在整体层面还是在行业层面均呈显著的负相关关系。
Risk Adjusted Return on Capital (RAROC)
风险调整资本回报率
Application of risk adjusted return of capital in credit risk management;
风险调整后的资本收益率在信用风险管理中的应用
Optimal portfolio selection based on maximizing risk-adjusted return on capital;
基于风险调整后资本收益率的最优资产投资组合模型
Return on Working Capita
资本运用回报率 (%)
Survival Probabilities for a Risk Process with Stochastic Return on Investments;
一类带随机投资回报风险模型的生存概率
financing mix's risk and reward
融资组合的风险和回报
On the Adjustment of Capital and Risk under the Pressure of Capital Requirement Regulation:An Empirical Study of the Data from American Commercial Banks
资本充足率监管压力下资本与风险的调整——基于美国商业银行数据的实证分析
capital/risk-asset ratio
资本与风险资产比率
An Empirical Analysis on the Risk-Adjusted Cost Efficiencies of Commercial Banks in China;
基于风险调整的中国商业银行成本效率研究
Abstract: The risk decision of long term indefinite investment was an alysed according to probability theory and by means of risk-adjusted discount ra te.
文摘:根据概率论原理，采用风险调整贴现率的方法，进行不确定长期投资风险的分析.
Decision-making method for power investment considering risk-adjusted discount rates
计及风险调整贴现率和期权估价的电力投资决策方法
Measurement of Financial Risk: a Probability-readjustment- based Method;
金融风险的概率调整度量方法及应用
The ruin probability model of insurance company with constant interest force;
常利率影响下调整下限风险模型的破产概率
The main reasons for interest adjustment and the countermeasures against interest risks
利率调整的主要因素及利率风险防范对策
Asset Specificity and Risk Aversion in Adjustment of Agricultural Production Structure;
资产专用性与农业结构调整风险规避
Study on the Model of Moral Hazard in the ROR Regulation;
回报率规制中道德风险问题的模型研究
Quantitative relation holding companies rate of return and their risk;
对控股公司回报率与风险关系的量化分析
Short-run Capital Flow,Exchange Rate Risk and Symbiosis Crisis;
短期资本流动、汇率风险与共生危机