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mean-variance中文是什么意思

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  • 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。
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Last modified time:Wed, 13 Aug 2025 00:29:56 GMT

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