均值-方差模型,mean-variance model
1)mean-variance model均值-方差模型
1.Through embedding themean-variance model into the quadratic utility model and then adopting dynamic programming,we get an analytical expression for the optimal investment strategy.以动态均值-方差模型研究基于收益序列相关的投资组合选择。
2.Based on the operating mechanism of the open fund,a single-periodmean-variance model is established for selecting optimal portfolios.基于开放式基金的运行机制,对其最优投资组合问题建立了单阶段均值-方差模型,在赎回准备金有固定的比例的前提下,就是否存在无风险资产的投资进行了讨论,并推导出相应问题的最优解和有效前沿的表达式,同时还给出了含风险和预期收益的权衡参数ω的模型与一般均值-方差模型等价的充分必要条件。
3.In this paper description suitable adoption multi-model conduce to who make policy of investment by empirical analysis ,mean-variance model, logarithm utility model and actual data of our country stock market.本文选用均值-方差模型和对数效用模型,并以我国证券市场的实际数据,通过实证分析说明适当选用多模型将有助于投资者进行投资决策。
英文短句/例句
1.Research on the Application of the Mean-variance Model with the Single-index Model均值-方差模型与单指数模型的应用
2.The Average Value-variance Model on the Basis of MATLAB and EXCEL Tool;基于MATLAB与EXCEL工具的均值-方差模型
3.A Single-period Mean-variance Model of the Open Fund;开放式基金的单阶段均值-方差模型
4.Mean-Variance Model with New Type Risk Perceptions and Empirical Research;新型风险感受下的均值-方差模型与实证研究
5.Generalizations of H. Markowitz s Model of Expectation-Variance for Risk Investment Decision;对风险投资决策中H.Markowitz均值-方差模型的推广
6.A Simple Algorithm to the General Mean-Variance Model;均值-方差模型有效组合投资的一个简单算法
7.The study of mean-variance model for portfolio investmentunder singular definite covariance matrix奇异方差阵下的证券组合投资均值-方差模型研究
8.An Empirical Comparison between Mean-variance Modeland Minimax Model in Chinese Stock Market;投资组合均值-方差模型和极小极大模型的实证比较
9.Applicaton of Mean Variance Change-point Model to Value-at-Risk;均值方差变点参数模型在风险价值VaR中的应用
parative Study between Mean Absolute Deviation Model and Mean-Variance Portfolio Selection Model;绝对离差风险测度模型与均值方差模型的比较研究
11.Optimal dynamic portfolio selection in a frictional market with mutiperiod mean-variance formulation;摩擦市场下多阶段投资组合的均值方差模型
12.An Optimal Catastrophe Insurance Scheme Based on Mean Variance Model;基于均值方差模型的最优巨灾保险计划
13.A Study on Asset Allocation of Mutual Funds;VaR约束下均值—方差模型在基金资产配置的应用
14.The Application of Mean-Variance Model in the Perspective of the Cost of Investment Opportunity;从机会成本角度论均值方差模型的适用性
15.Consumption,Welfare and Layoff--An Intertemporal Mean-variance Utility model;消费、福利与下岗——跨时期均值—方差效用模型
16.Cluster and RMT for Improving on the Mean-Variance Model基于聚类与RMT过滤的均值-方差改进模型
17.The Three Factors Optimization Model of Mean-deviation-skewness on Loans Portfolio贷款组合的“均值—方差—偏度”三因素优化模型
18.Newsvendor"s Mean-variance Multi-objective Decision-making Problem考虑均值—方差多目标决策的报童模型研究
相关短句/例句
mean-standard deviation model均值均方差模型
3)mean-variance model均值方差模型
4)Markwitz"s mean-variance modelMarkwitz均值-方差模型
5)mean variance model均值方差模型
1.The results suggest that combining catastrophe option with reinsurance may extend the opportunity set and lead to efficiency gains basing on themean variance model.针对一家风险厌恶保险公司,构造了一个由巨灾期权和再保险组合而成的巨灾保险计划,借用标准均值方差模型,分析了巨灾期权和再保险的最优组合安排。
6)mean semi-variance model均值-半方差模型
延伸阅读
方差估计值分子式：CAS号：性质：由样本测定值计算的方差S2，称为样本方差，S2是总体方差σ2的无偏估计值。因此，S2又称为方差估计值或估计方差。S和σ分别为样品测定值的标准差和样本总体呈正态分布的标准差。
