risk discount factor
英 [rɪsk ˈdɪskaʊnt ˈfæktə(r)]
美 [rɪsk ˈdɪskaʊnt ˈfæktər]
风险贴现因素
双语例句
- In this paper, Value at Risk ( VaR) and the discount rate are introduced into this empirical analysis. Based on the factor analysis and the cluster analysis, we evaluate the fund performance comprehensively.
本文引入在险价值（VaR）和基金折价率指标，利用因子分析和聚类分析方法对基金业绩进行综合评价。 - Pricing NCD System with Different Discount Levels Dynamic Risk Aversion, Stochastic Discount Factor and Asset Pricing
多级无赔款优待系统的定价动态风险厌恶、随机贴现因子与资产定价 - Dynamic Risk Aversion, Stochastic Discount Factor and Asset Pricing
动态风险厌恶、随机贴现因子与资产定价 - Through the stochastic discount factor model, it is easy to understand some classical problems of modern finance, such as arbitrage pricing theory and risk neutral pricing, etc. Asset pricing models are unified under the stochastic discount factor frame.
现代金融学的许多经典问题，如套利定价原理以及风险中性定价等都可以用随机折现因子模型理解，随机折现因子模型是资产定价模型的统一框架。 - Secondly, the coefficient of risk aversion is possibly some low, the subjective discount factor is some high, the factor of social status is in the middle level, and the elasticity of intertemporal substitution is some low.
我国个人投资者风险规避系数较低、主观折现因子较高，社会地位重视程度处于中等水平，跨期替代弹性较低。