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1 модель случайного блуждания
random walk model сист.Русско-английский научно-технический словарь Масловского > модель случайного блуждания
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2 модель случайного блуждания
Mathematics: random walk modelУниверсальный русско-английский словарь > модель случайного блуждания
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3 модель случайных блужданий
Makarov: random walk modelУниверсальный русско-английский словарь > модель случайных блужданий
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4 теория портфеля ценных бумаг
теория портфеля ценных бумаг
Аналитический подход к подбору портфельных инвестиций (portfolio investments) и управлению ими. Включает изучение диверсификации вложений в целях уменьшения риска, а также исторический обзор рынков (см.: chartist (чартист); random-walk theory (теория “ходьбы наугад”/теория “блужданий”)) с тем, чтобы проследить ценовые тенденции. Сегодня, когда можно покупать и продавать фьючерсы и опционы индексов и акций, важным моментом теории портфеля ценных бумаг становится страхование/защита портфеля ценных бумаг (portfolio insurance). Наряду с анализом рисков и проблемой увеличения капитала данная теория рассматривает структуру портфелей ценных бумаг и ее соотношение с ожидаемым доходом. См. также: alpha coefficient (коэффициент альфа); beta coefficient (коэффициент бета); capital asset pricing model (модель ценообразования капитальных активов).
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Русско-английский словарь нормативно-технической терминологии > теория портфеля ценных бумаг
См. также в других словарях:
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