青云英语翻译

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资产评估的模型价格分配给“流不稳定的震荡”的弗里希引用。

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资产评估的模型分配到"飘忽不定的冲击流"弗里施引用的价格。宏观经济的冲击,其性质并不是 diversifiable,因此,暴露向他们要求赔偿。熟悉脉冲响应方法具有对应的估值的随机现金 flows 内动态经济模型研究。Boroviˇcka et al.(2011 年),汉森和 Scheinkman (2012 年) 和汉森 (2012 年) 研究动态资产定价通过改变现金流场遭受冲击。改变这种接触会改变现金流的风险状况和经济模型的随机贴现因子给出的隐含的补偿。正式,这些方法构建休克曝光和休克价格弹性来表征估价,因为它取决于投资视野。弹性是非常便利的均衡化曝光度的变化得到的反应,并研究对对数的预期的影响

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