急！！英文翻译（论文摘要），经济类，有专业词汇和关键词的英文

来源：百度知道 编辑：UC知道 时间：2024/06/22 20:45:00
我国FER近年来增速明显。如此庞大的FER的【规模】，加之币种结构上以美元为主，致使在美国次贷危机出现之后，我国FER遭受损失。有关FER的投资组合及风险控制的问题，又一次引起了社会的广泛关注。尤其是我国作为世界外汇储备第一大国，在规模早已超过适度水平的情况下，如何对外汇资产进行投资组合和风险控制，显得十分重要。
本文从我国FER的实际情况为出发点，针对美元、日元、欧元和英镑这四种外币，利用Eviews和SAS软件，建立经济计量模型、应用资产组合理论在SAS中进行二次规划的数学模型编程求解。由Eviews软件得出我国FER中各币种的最低持有比例的预测值，再通过SAS软件对FER的预期收益率、风险程度的进行量化，得到三种不同情况下的【最优组合】。
理论分析与实证研究相结合、经济计量软件与专业统计软件相配合、最新月度数据与指标量化相融合，使本文具有一定的创新性及实际利用价值，对国家管理外汇储备的收益及风险有现实性的意义。论文在最后针对全球金融危机下的外汇储备的投资组合及风险控制给出了相关建议。

专业词汇：外汇储备 FER，Foreign exchange reserve，最优组合，Optimal compositon，

The foreign exchange reserves of China rise up sharply in recent years. Meanwhile, beyond Japan, China has become the country which holds the most foreign exchange reserves in 2006. Up to the end of March in 2009, the scale of reserves has reached to 1953.741 billion dollars. Because of such a large scale of foreign exchange reserves and Chinese currency structure based on US dollar, Chinese foreign exchange reserves lost a lot when the subprime crisis appeared in the United States. The problem that portfolio and risk control of foreign exchange reserves caused widespread concern again in China. Particularly, as the reason that China has the world largest scale which has already surpasses the moderate level of foreign exchange reserves, how to solve the problem of investment portfolio and the risk control of foreign exchange reserves appear extremely important.
This article comes from the actual situation of the Chinese foreign exchange reserves. In the views of US dollar, Japa