Considering that the factor-model may relate return of a security with factors predetermined, this paper sets up the multi-factor decision-making model for behavioral portfolio choice by introducing a factor model into the existing model so that the process of behavioral portfolio choice can be simplified.
考虑到因素模型能将各种证券的收益和固定的几个因素的变化联系起来,引入了因素模型对已有的行为证券组合投资决策模型进行了简化,建立了多因素行为证券组合投资决策模型,给出了其算法。
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.
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。
The discussion about the relationship between interest rate after eigh t interest rates cut and Shanghai Index by chronological way to construct single factor model and point to gather the diagram method and linear regression metho d.
通过时间序列法建立单因素模型 ,应用散点汇总法和回归分析法讨论了 8次降息以来利率与上证综合指数之间的关系 。
This paper puts forward orthogonal ARFIMA model,which changes the modeling of the covariance matrix of many assets to the modeling of th.
因此,提出了基于金融高频数据的正交ARFIMA模型。
So this paper uses O-GARCH model and CCC model to calculate the volatilities of portfolio.
因此,使用正交GARCH模型和CCC模型来估算波动率,并以沪深两市A股市场上四个行业的65只股票为样本,使用RM SE和M AD指标比较这些模型的预测能力,求得股票组合的V aR,得出前者效率高和后者预测能力略高的结论。
orthogonal factor model
正交因素模型 正交因子模型
A statistical analysis method of multi-factor orthogonal simulating about sensitivity;
多因素正交模拟敏感性统计分析方法
Psychological Model of Communication Apprehension of Freshmen;
大学新生交流恐惧的多因素影响模型
Comparative Study of Warrant Pricing Biases Correction Models;
关于权证定价修正模型的比较研究——基于交易成本和股息分红因素的分析框架
Undergraduates′ Social Anxiety:a Shame Proneness Model
大学生社交焦虑的羞耻感等因素影响模型
The factors that influence highway traffic accidents and the chart of accident rate
公路交通事故的影响因素与事故率模型
Study on Maize Hybrid Diffused Model and Influencing Factors;
玉米杂交种扩散模型及其影响因素的研究
Analysis of Influence Factor of Financial Model for BT Project;
建设移交(BT)项目财务模型影响因素分析和比较
The Orthogonal Design of Clinical Research of Cervical Spondylotic Radiculopathy with Multi-factor Comprehensive Treatment
多因素综合治疗神经根型颈椎病的临床正交设计研究
Analysis of Parachute's Deployment Load and Influent Factors Based on Orthogonal Experiment Method
基于正交试验的大型降落伞开伞冲击载荷影响因素分析
Research on the multi-factors weighting model of investors behaviors;
基于多因素权重模型的证券投资者交易动因的研究
STUDY ON INTERACTION FOR N,P AND WATER AND THEIR COUPLED MODEL IN EAST PART OF WEIBEI DRYLAND
渭北东部旱塬氮磷水三因素交互作用与耦合模型研究
Bi-level Optimization Model for Signal Timing of Intersections Under Environmental Objective
环境因素下交叉口信号控制的双层多目标优化模型研究
Once again, the "soft" nature of these constraints has prevented their inclusion in formal models.
这的制约因素的“伸缩”性质再一次使它们不能包括在正式模型里。
An Empirical Study on the Influence Factor of China s Foreign Exchange Reserve on the Basis of Error-correct-mode;
误差修正模型下我国外汇储备影响因素的实证研究
two-factor ANOVA analysis of variance model
二因素方差分析模型
Orthogonal experiment on influence factors of flame length in roadway
巷道火灾火焰长度影响因素正交实验
The valuationmodels concludesingle factor evaluation models and general evaluation model.
评估模型包括单因素评估模型和综合评估模型。
