the empirical study on the risk of mutual fund based on var-garch model in china

1、

the third chapter discuss securities investment funds' existence and the fluctuation of the stock price in china stock market.

第三章借鉴LSV模型对中国证券投资基金羊群行为的存在性进行了实证研究并分析了其对股票市场价格波动的影响。

互联网摘选

2、

on the grounds of theory and empirical analysis, at last, the paper tries to establish a support system of var risk management, which is used by securities funds.

基于以上理论和实证分析，论文最后尝试构建了我国证券投资基金的VaR风险管理支持系统。

互联网摘选

3、

compared to securities fund, manager should pay more attention to analysis of individual assets.

相比证券投资基金，REIT投资应更注重对单个物业资产的评估。

互联网摘选

4、

this paper applies var models to evaluate performances, which conforms to the modern theories and can describe the real returns of the securities investment funds completely and validly.

将VaR风险度量模型应用于证券投资基金绩效评估中，这种经风险调整后的绩效评估方法符合现代理论的要求，能更全面、有效的描述基金的真实收益。

互联网摘选

5、

the paper specially introduces the theory of bayesian statistical inference into performance evaluation procedure for securities investment funds and proposes a bayesian method of performance evaluation from an investor'perspective.

将Bayesian统计推断理论引入证券投资基金业绩评价过程，提出一种从投资者角度评价基金业绩的Bayesian方法。

互联网摘选

6、

the thesis proposed a model of asset allocation we required, how to establish the portfolio model which can achieve the maximum profits given a restrictive var value.

文中提出了一个资产配置模型，即证券投资基金的风险管理者在确定持有期内，如何构建满足VAR限制条件下求解期望收益最优化时达到的投资组合结构模型，即我们要求的资产配置。

互联网摘选

7、

lastly, the problems of which methods suit the situation of the security investment funds in china and the mechanism to push the technique are studied.

最后探讨了在我国证券投资基金中实施VaR技术的模型的现实选择问题与推行VaR技术的内部激励机制和外部制度环境建设问题。

互联网摘选

8、

the relative performances of 46 security funds in 2002 were also estimated through dea.

用DEA对2002年度我国46只证券投资基金的相对绩效进行了评价。

互联网摘选

9、

research and application on the performance evaluation of security investment fund based on dea

基于DEA的证券投资基金业绩评价研究与应用

互联网摘选

10、

the research on risk measurement and performance valuation of security investment fund based on var

基于VaR的证券投资基金风险度量及业绩评价研究

互联网摘选

11、

the methods of evaluating securities investment funds performance based on var

基于VaR的我国证券投资基金绩效评价方法

互联网摘选

12、

Depending on the investment direction, private placement fund can be divided into private securities investment fund, private equity fund ( PE). venture capital fund ( VC).

根据投资方向的不同，私募基金可以分为私募证券投资基金、私募股权投资基金（PE）、风险投资基金（VC）等等。

互联网摘选

13、

a garch model-based empirical study of var of china's securities investment fund

基于GARCH模型的中国证券投资基金市场风险实证研究

互联网摘选

14、

Follow-up Research of the Experiment of Both Mathematics Course Criteria& the Mathematics Coursebook for Compulsory Education

义务教育阶段《数学课程标准》与《数学》教科书实验跟踪研究

互联网摘选

15、

Comparison and Study of Mathematics Curriculum Standard from Grade 7 to Grade 9

数学课程标准7～9年级比较研究

互联网摘选

16、

Mathematics curriculum criterion stresses the role of history of mathematics in mathematics education.

数学课程标准强调数学史在数学教育中的作用。

互联网摘选

17、

Comparing Research on Geometry Content of Junior Middle School Stage in Mathematics Curriculum Standard between China and Russia

中俄初中段数学课程标准几何内容的比较研究

互联网摘选

18、

Inquiring is an important learning style, which has been greatly promoted by mathematical curriculum standard.

探究学习是重要的学习方式，是数学课程标准大力倡导的。

互联网摘选

19、

Discuss the emotional goal in the standard of Mathematics Course

试论《数学课程标准》情感目标的贯彻

互联网摘选

20、

Comparing Research on Statistics and Probability Content of Elementary School in Mathematics Curriculum Standards between Shanghai and California

上海与加州数学课程标准小学统计与概率比较研究

互联网摘选