mean-variance

The mean variance, capital rated and capital interest arbitrage are also devised.

并设计了均值方差模型, 资本资产定价模型和资本资产套利模型.

An algorithm based on inverse matrix for mean variance portfolio selection model is proposed.

介绍均值方差资产组合选择模型的一种以逆矩阵为基础的算法.

It's very important to understand what the mean-variance frontier actually means.

要理解边界上的平均方差真正的含义是非常重要的.

Firstly, we deal with the mean-variance frontier of arbitrage portfolios under investment proportion limitations.

因此, 考虑到现实应用,对套利组合的分析也须研究存在投资权重限制时的选择问题.

The moment equations are developed which provide the mean, variance and skewness of carbon dioxide concentartion.

最后所推导出之动差方程式更可推算出二氧化碳浓度之平均, 变异数及偏态系数值.

So the methods of mean variance exaggerate the extent of the risk.

因此,方差方法夸大了风险的程度.