variance n. 1.变化,变动,变更;变度,变量;【统计】(平)方(偏)差。 2.(意见等的)相异;不和,冲突,争论。 3.【法律】诉状和供词的不符。 at variance with 和…不和;和…不符 (at variance with the facts 不符事实。His conduct is at variance with his words. 他言行不符)。 set at variance 使不睦,离间。
mean vt. 1.意,有…的意思,意思是…。 2.意指,用…意思说;意味着,就是。 3.(用语言、绘画等)表示意思,表示。 4.预定,计划,图谋;〔作被动用〕企图表现。 5.预定(人或东西)作某种用途,弄成…;暗指着说。 What does this word mean? 这个字是什么意思? I mean what I say. 我是说的正经话〔不是开玩笑〕;我是说到就要做到的;我讲的话是算数的。 I meant it for [as] a joke. 我是说着玩的。 You don't mean to say so! 不会吧!你是开玩笑吧!I mean that you are a liar. 我说你是个撒谎的。 What do you mean by that? 你做的[说的]那是什么意思? What do you mean by ‘passion'? 你所说的passion 是什么意思? What do you mean to do? 你打算做什么? I mean you to go. 我打算叫[请]你去。 I did not mean to deceive you. 我并没有打算欺骗你。 My father means me to be a worker. 我父亲打算叫我成为一个工人。 He was meant for [to be] a soldier. 他生来是要成为一个军人的;他父母是要把他培养成一个军人的。 This portrait is meant for me. 这张肖像是要给我的。 vi. 1.用意。 2.具有意义。 and to mean it 说到做到。 mean a great deal [much] 意味深长;重要。 mean business 认真;算数的。 mean mischief 有恶意,有坏心眼儿;有凶兆。 mean well [ill] by [to, toward] 对…有好意[恶意]。 adj. 1.下贱的,卑劣的;(身份)低微的,卑贱的;卑鄙的;自私的。 2. 下等的,劣等的;普通的,中等的,平庸的。 3.汗颜的,难看的;吝啬的,小气的。 4.〔美俚〕害羞的,觉得不好意思的;(马)脾气坏的;讨厌的,麻烦的;没精神的,不大舒服的;〔美俚〕老练的,巧妙的;极好的;可爱的;非常愉快的。 people of mean birth 出身低微的人。 a mean cottage 简陋的乡下房子。 be mean about [over] 在…方面很小气[吝啬]。 feel mean 〔美俚〕觉得不好意思,害臊。 have a mean opinion of 蔑视,轻视,瞧不起 (He has a mean opinion of himself. 他很自卑)。 no mean 相当的,不差的,很好的(of no mean ability 很有才能)。 of mean understanding 理解力差的,笨的。 the great and the mean 贵贱上下。 adj. 中间的;中庸的;平均的;中等的;中项的。 the mean deviation 【统计学】平均差。 the mean distance 平均距离。 a mean proportional 【数学】比例中项。 the mean (solar) time [day] 【天文学】平(太阳)时[日]。 the mean sun 【天文学】平太阳。 the mean temperature 平均温度。 the mean velocity 平均速度。 for the mean time 在此期间,暂时。 in the mean time = in the meantime. mean line 等分线。 mean sea level 平均海平面,海拔〔略 MSL, m.s.l.〕。 n. 1.(两端的)中央,中部,中间;【数学】平均(数、值),中数;【逻辑学】(三段论的)中项;中名辞,媒辞(= mean term);【伦理学】中庸;【音乐】中音部。 2.〔pl.〕〔常作单数看待〕方法,手段,工具;媒介。 3.〔pl.〕〔常作单数看待〕财产,资力,资产,收入。 means of production 生产资料;生产手段。 an arithmetic [a geometric] mean 等差[等比]中项。 the mean-square deviation 【统计学】均方差。 There is a mean in all things. 凡事都有一定限度。 a means to an end 达到目的的手段。 a man of means 资本家,财主。 by all (manner of) means 1. 必定,务必;千方百计;不惜一切。 2. 〔回答〕好的,当然当然。 by any means 无论如何;以一切可能的手段。 by fair means or foul 千方百计地,不择手段地。 by means of 用,以,依靠。 by no (manner of) means 决不,无论如何也不,丝毫不,一点也不;并没有(He is by no means a pleasant man to deal with. 他决不是一个好打交道的爽快人)。 by some means (or other) 设法;用某种办法。 by what means 怎么;用什么办法。 live beyond [within] one's means 不按照[按照]收入过日子。 means of living 生活手段。 means test 〔英国〕(发放失业救济金前举行的)生活状况调查。 using every possible means 千方百计。
Theory of portfolio optimization is an important part of the modern ? nance in - vestment theories , which uses mathematical facilities such as convex analysis , random analysis , nonsmooth analysis , ( nonlinear ) programming etc , combined with the mean - variance method the basic method of modern portfolio theory . by setting up mathe - matical models , discussed the investment rules of ? nance market and o ? ered theoretic guide for investors 投资组合优化理论是现代金融投资理论的重要组成部分,它运用凸分析、随机分析、非光滑优化、 (非)线性规划等数学工具,并与现代投资组合理论的基本方法均值方差方法相结合,通过建立数学模型讨论金融市场投资规律并为个人或机构投资者提供理论指导。
Some of classical analytical methods about security market , including stock market have mean - variance analytics , apt theory , capm model , b - s options pricing model , etc . at the same time , some new modern methods emerged and joined this process with the appearance of newly rising subjects and the continuous penetration of crossed subjects , such as artificial nerves network , data envelopment analysis , etc . all of these have brought fresh view angles and great impact to security market analysis 对证券市场包括股票市场中的一些经典方法有:均值-方差分析法、 apt理论、 capm模型、 b - s期权定价模型等。与此同时,随着新兴学科的出现以及学科交叉的不断深入,近年来涌现出一些新的现代分析方法,如人工神经网络、数据包络分析法等,它们给证券市场的分析带来了新的视角和巨大的冲击。
In regards to techniques employed in active asset allocation , the author found that models applied in asset allocation can be divided into the optimal mean - variance model and risk averse asset allocation model , according to their different risk levels , and they can also be divided into linear asset allocation model and non - linear asset allocation model according to whether the asset return follows a normal distribution 关于积极资产配置的技术,作者研究结论认为,积极资产配置模型按对风险的不同测度标准可区分为,均值方差最优化框架下的资产配置模型和下偏风险厌恶框架下的资产配置模型两类;按是否假定资产收益服从正态分布,可区分为线性资产配置模型和非线性资产配置模型。
Study work mainly is : part one , look back and look ahead the financial development history and present situation that derives market and the futuristic tendency , summarize domestic and international theory and method about venture capital investment , discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two , establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three , covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four , have looked back the concept of option , the price relation of option and black - scholes option price formula , have put forward option price formula of the discounted value of option present value ; part five , have looked back the financial concept and its classfication that financial derivatives risk , have summarized financial risk management theory , measured and assessed methods of financial derivatives risk 主要研究工作为:第一章,回顾和展望金融衍生市场的发展历史、现状和未来,综述国内外关于风险投资的理论与方法,论述建立和发展我国金融衍生市场的必要性及重要意义;第二章,建立投资者的随机期望效用与投资风险之间的关系? ?平均随机占优;第三章,均值方差模型协方差矩阵的灵敏度分析与模糊分析;第四章,回顾了期权的概念、期权的价格关系和black - scholes期权定价公式,提出了欧式看涨期权价格的折现值所满足的微分方程;第五章,回顾了金融衍生品风险的概念及其分类,总结了金融衍生品的风险管理理论和金融衍生品风险计量和评估方法。
Since 1952 the markowitz ’ s mean - variance portfolio theory inception , sur - rounding this issue which how to measure risks , it has generated a lot of risk mea - surement methods and bring a lot of portfolio models , such as mean - semivariancemethods , mean - downside risk methods , mean - absolute deviation methods , mean - absolute semideviation methods , mean - absolute downside risk , and soon . 1999 , duarte proposed a portfolio optimization uniform model that unifiedthe six methodologies mentioned above 自从1952年markowitz的均值-方差投资组合理论问世以来,围绕着如何对风险进行度量这一问题先后产生了许多的风险度量方法,带来了很多的投资组合模型,如均值-半方差法、均值-下滑风险方法、均值-绝对离差方法、均值-绝对半离差方法、均值-绝对下滑风险方法等等。