均值-方差前沿,Mean-Variance Frontier
1)Mean-Variance Frontier均值-方差前沿
2)mean VaR frontier均值VaR前沿
3)mean variance均值-方差
1.The research about futures hedging model has experienced three stages of development-traditional hedging, linear regression, Linearmean variance.期货套期保值模型的研究经历了传统全额套期保值、线性回归、线性均值-方差三个发展阶段。
英文短句/例句
1.Mean-variance Hedging under Stochastic Interests;随机利率下的均值-方差最小套期保值
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.The Optimization of the Portfolio Selection with the Restricted Short Sales;限制性卖空的均值-方差投资组合优化
5.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
6.RISK SHARING UNDER THE MEAN-VARIANCE EXPECTED UTILITY均值-方差期望效用函数下的风险共担
7.The Comparison between Mean-Variance and Mean-VaR Portfolio Models without Short Sales;不允许卖空情况下均值-方差和均值-VaR投资组合比较研究
8.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
9.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
10.Mean-variance Analysis of Arbitrage Portfolios under Investment Proportion Limitations;投资权重限制下套利组合的均值-方差分析
11.root - mean - square error均方根[有效值]误差
12.The variance is simply the average squared difference of all numbers from their mean or average value.方差就是各个数的中值（或平均值）与各个数的差值的平方的平均值。
13.unbias(s)ed variance无偏方差, 均方差
14.The Study on Mean-Variance Investment Problems in Incomplete Markets;不完全市场中均值—方差投资问题研究
15.On the Mean Value and Variance of Distance Distribution of Non-linear Codes in GF(q)GF(q)上非线性码的均值和方差
16.Returns covariance, the average of the products of paired deviations返回协方差，即每对变量的偏差乘积的均值。
17.Returns covariance, the average of the products of deviations for each data point pair in two data sets返回协方差，即每对变量的偏差乘积的均值
18.Averages, standard deviations, and variances are not supported when a PivotTable has calculated items.在使用计算项时，不支持均值、标准差和方差计算。
相关短句/例句
mean VaR frontier均值VaR前沿
3)mean variance均值-方差
1.The research about futures hedging model has experienced three stages of development-traditional hedging, linear regression, Linearmean variance.期货套期保值模型的研究经历了传统全额套期保值、线性回归、线性均值-方差三个发展阶段。
4)mean-variance均值-方差
1.As its application,this paper studies class ofmean-variance portfolio selection problem with continuous-time,its objective is to minimize the expected terminal return and minimize the variance of the terminal wealth.提出一类随机线性二次最优控制问题,给出了一个新的随机黎卡提方程,若此方程有解,就可以得到系统的最优反馈控制;作为其应用,讨论了连续时间的均值-方差投资组合选择问题,其目标是投资组合的最终收益最大,风险最小,通过"嵌入"方法将其转化为随机线性二次最优控制问题,并在非自融资的条件下,得出最优证券组合;最后将其理论应用于实例分析。
2.We study the different efficient frontiers of Mean-variance model obtained by solving mean-VaR model,and show that the Mean-VaR efficient set are subset of the Mean-Variance efficient frontier under assumption that returns are normally distributed.通过求解均值-方差模型来研究均值-VaR模型的有效前沿,并指出在收益率的分布为正态分布的假设下,均值-VaR模型的有效集是均值-方差有效前沿的子集。
3.The paper summarized domestic and international research results in the field of Markowitz smean-variance model.本文概述了国内外在马克维茨均值-方差模型领域的研究成果。
5)mean-variance均值方差
1.This paper studiesmean-variance portfolio model and shows optimum solution of the model.本文探讨了均值方差投资组合模型,给出了模型的最优解,并说明了该最优解与资本资产定价模型理论中证券市场线的结论基本吻合。
2.With the perspective of risk transferring, this thesis focuses on discussing the reinsurance optimization model undermean-variance principle, utility theory and sharpe s ratio, their meanings, basic ideas and conditions applicable.从原保险人利用再保险转移风险的目的出发，本文集中讨论了均值方差原理、效用原理及夏普比率(风险收益比率)下的再保险最优化模型，三种原理的含义、基本思想及所适用的条件。
3.Thes paper analyzes the frontiers of efficientmean-variance portfolio with non-linear programming.应用非线性规划方法研究了均值方差有效组合证券的精确边界轨迹,推出了N种风险证券的有效均值方差组合W_s、W_l、W_d及W~*的数学表达式,存在无风险证券的投资选择模型和风险分散化模型,对证券投资决策有一定的指导意义。
6)mean and variance均值与方差
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。
