术语“偏度”的详细信息
| 数据项 Items | 术语信息 Info. |
|---|---|
| 汉语术语编号 Term No. | 91000291 |
| 所属学科 Subject | 统计学 Statistics |
| 汉语术语词性 POS | n. |
| 汉语术语分词 Segmentation | 偏度/ |
| 汉语术语长度 Length | 1 |
| 关联术语表达 Association | |
| 搭配信息 Collocation | |
| 编纂人 Compiler | 王珺妍 |
| 编纂日期 Date of Compilation | 2016-03-27 00:00:00 |
汉英语境1
英译术语:
skewness
汉语语境:
目前我国常用的三大经典基金绩效考核模型都是以均值—方差CAPM模型为基础，而均值—方差CAPM模型中的系统性风险只考虑二阶矩风险即波动率，忽略了高阶矩风险。通过在传统CAPM模型中加入零成本的负协偏度投资组合和零成本的正协峰度投资组合作为高阶矩风险溢价可重新解释基金风险与收益间的平衡关系。目前学界已发现众多基金的投资组合中都存在负协偏度风险，基于高阶矩的考核模型优于基于传统CAPM的考核模型。
英语语境:
At present, China uses three classic fund performance assessment models based on mean - variance CAPM model, and mean - variance CAPM model considering only the second moment of systemic risk, the risk that volatility, ignoring the risk of higher moments. By adding a zero-cost model in the traditional CAPM negative skewness portfolio Association and being co-kurtosis portfolios zero cost as higher moments risk premium may reinterpret the balance between risk and return between the Fund. Researches have indicated that the fund's portfolio are numerous negative co-skewness risk assessment model based on higher moments of better assessment model based on the traditional CAPM.