风险溢价(Risk premium) 风险资产(risky asset)的超额回报,即风险资产 的预期收益减去无风险资产(riskless asset )的收 益,又称风险溢价。
基于40个网页-相关网页
Financial mathematic models of a riskless asset and a risky asset are discussed in this paper.
讨论了一个无风险资产和一个有风险资产的金融模型。
Once you've got them together, then you can compute the efficient portfolio frontier without the riskless asset.
当你明确了这些参数后,就可以算出没有无风险资产情况下的,有效边界了。
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。
Once you've got them together, then you can compute the efficient portfolio frontier without the riskless asset.
当你明确了这些参数后,就可以算出没有无风险资产情况下的,有效边界了。
I have stocks, bonds, and oil but I want also to add one more final asset, we'll call it the riskless asset, long-term bonds are somewhat uncertain and variable because they're long-term.
有股票,债券和石油,我还想再增加最后一种资产,我们称之为无风险资产,由于长期债券持有期限很长,存在一定不确定性及风险。
If we have an annual return that we're looking at, we can find a completely riskless asset with an annual return-- it would be a government bond that matures in one year.
如果我们可以查看各项资产的年度收益,我们可以找到一个零风险,且达到预期年度收益的资产项目-,也许是一年期的政府债券。
应用推荐