均值-方差分析,Mean-Variance analysis
1)Mean-Variance analysis均值-方差分析
1.Through mean-variance analysis,this paper studies the condition of adding a direct channel for a risk averse supplier,the price of direct channel and the optimal wholesale price.进一步通过均值-方差分析,考虑供应商是风险规避者时,建立直销渠道的条件,直销渠道下的定价和协调供应链的批发价契约。
英文短句/例句
1.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
2.Portfolio analysis to Shanghai stock market: a trade off between mean and absolute deviation;上海股票市场的投资组合分析:基于均值—绝对偏差的折中方法
parative Research on Analysis of Covariance for Difference Value and Analysis of Covariance;“差值的方差分析”与协方差分析的比较研究
4.Analysis for Individual Insurance Demand Consequence of Change in Risk--Based on Expected-utility and Mean-Standard Deviation Approach;风险变动对个人保险需求的影响——基于期望效用与均值—均方差的分析
5.The Value Analysis of Close-ended Fund Investment on the Basis of a New Method--Behavioral Mean Half Deviation Compound Earning Ratio Method;基于一种新方法的封闭式基金投资价值分析——行为均值半离差复合收益率方法
6.root - mean - square error均方根[有效值]误差
7.The Application of the Method of Standard Variance Average Ratio --An Empirical Analysis on Volatility Factors of Stock Price Index in 2002;方差均值比分析法的运用——2002年股票市场价格指数波动因素的实证分析
8.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。
9.Then the thesis analyses the precondition and institutional foundation, and then gives corresponding measures and suggestion of designing ERM and pushing ALM in China.这四种分析思路和相应的模型主要是指改进型均值——方差下行风险模
10.variance components method方差分析法 方差分析法
11.Mean-variance Hedging under Stochastic Interests;随机利率下的均值-方差最小套期保值
12.Improvement of Sum of Squares of Deviation from Average and its Calculating Method in Analysis of Covariance;在协方差分析中离均差乘积和计算方法的改进研究
13.unbias(s)ed variance无偏方差, 均方差
14.the arithmetic mean of the absolute values of deviations from the mean of a distribution.分布平均数与偏差绝对值的算术平均值。
15.Numerical Analysis of Sobolev Equation and Purely Longtudinal Motion Equation of a Homogeneous Bar;Sobolev方程和均匀棒纯纵向运动方程的数值分析
16.Application of RMVA in Distributed System集合点平均值分析方法的分布式系统应用
17.Statistical interpretation of data--Power of tests relating to means and variances of normal distributionsGB/T4890-1985数据的统计处理和解释正态分布均值和方差检验的功效
18.Expectation heteroscedastic mixture transition distribution model for modeling nonlinear time series;非线性时间序列建模的均值异方差混合转移分布模型
相关短句/例句
analysis of covariance for difference value差值的方差分析
1.And comparing with the "analysis of covariance for difference value" designed by the authors,the two analysis methods had the similar results.以一个实验研究为例,对无交互作用的协方差分析和有交互作用的协方差分析在前后测实验研究中的应用进行阐述,并与本文设计的"差值的方差分析"方法相比较,结果表明本文设计的"差值的方差分析"的结果与协方差分析结果相吻合。
3)mean square analysis均方误差分析
4)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。
5)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。
6)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。
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。
