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mean-variance中文是什么意思

  • 均方差

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  • 例句与用法
  • When the confidence is 70 % , model var has highest efficiency , model lpm 2 is the second and markowitz ’ s mean - variance model is worst . 4 . based on the axiomatized criterion of general financial risk measurement
    在置信度为70 %的条件下, var模型的效率最高, lpm2模型其次, markowitz均值?方差模型较差。
  • Chapter 2 discusses reinsurance optimization model under mean - variance principle . aiming at change stop loss reinsurance , it derives optimal conclusions of both individual model and collective model
    第二章讨论了均值方差原理下的再保险最优化模型及其适用条件,针对停止损失再保险,得出个体模型与集合模型下的最优结论。
  • In the framework of the markowitz mean - variance analysis , the modern portfolio theory is applied to the empirical study of the chinese stock market with emphasis of risk control and risk diversification
    在马克威茨的均值-方差分析体系下,本文以投资人的风险分散和风险控制为主线探索现代资产组合理论在我国股票市场的应用。
  • Then sharpe , linter , mossion and ross , etc . developed markowitz ' s mean - variance model , leaded to standard investment models like capital asset pricing model ( capm ) , single - index model and arbitrage pricing theory ( apt )
    后经sharpe , litner , mossion和ross等人发扬光大,提出了capm , apt等标准投资模型,完成了资本资产定价的问题。
  • Based on the about 50 years development of mean - variance portfolio theory , this paper analyzes and discusses the relationship between return and risk of portfolios by using theoretical analysis and empirical study
    本文以五十年来均值-方差资产组合理论的演进和发展为线索,采用理论分析和实证研究的方法,分析和探讨资产组合的收益-风险关系。
  • The classic model in portfolio ' s theories was introduced at first , which was the mean - variance model , the latest research results were discussed , and the optimal portfolio with the consideration of the inflation rate was researched in particular
    本文首先介绍了投资组合理论经典的均值?方差模型,简述了该模型近年来的研究状况,研究了在通货膨胀率影响下的最优资产组合问题。
  • This model is based on the multi - factor model given by ma yongkai and tang xiaowo who simplify markowitz ' s model for portfolio investment with the help of ross " arbitrage pricing theory . compared with the markowitz ' s mean - variance model , the new model has the following merits : 1
    这个模型是在马永开和唐小我利用马科维茨均值-方差模型和罗斯套利定价理论导出的多因素证券组合投资决策模型的基础上给出的。
  • In this thesis , mathematical induction of portfolio means - variance model and capm are introduced , and a brief introduction is given to the model of capm and apt under nonstandard situation meanwhile the practical meaning of each model is explained from the angle of economics
    论文介绍了组合投资均值一方差模型有效边界和capm的数学推导,简要介绍了非标准状态下(即标准capm的假设条件减弱的条件下)的capm和apt模型,从经济学角度解释了各模型的实际意义。
  • With the perspective of risk transferring , this thesis focuses on discussing the reinsurance optimization model under mean - variance principle , utility theory and sharpe ' s ratio , their meanings , basic ideas and conditions applicable . at present , china has been a member of wto
    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。
  • Secondly , this thesis evaluates some main theories and method about market risk measurement . such as mean - variance criterion of markowitz and risk decentralization principal , single - factor model , multifactor model , down - risk model , black - scholes model and var model based on the calculation of loss . it also discusses the suitable conditions and defects of every theory and method , and think that var is a more perfect method for risk measurement by comparison
    其次,评价了有关市场风险度量的一些主要理论和方法,如markowitz的均值?方差准则和风险分散原则、 capm模型和风险的市场因素模型、单因素模型、多因素模型、 downside - risk 、期权定价理论和现代基于损失计量风险的var等风险度量理论,并讨论了各种风险度量方法的具体适用条件及相应的缺陷。
  • 更多例句:  1  2  3
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Last modified time:Wed, 13 Aug 2025 00:29:56 GMT

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