It could be normal, everything, that would be a Gaussian, where if you recall there was a mean, and a standard deviation, and most values were going to be close to the mean.

可能是正态分布，也就是高斯分布，只要有平均值和标准偏差值，你就可以进行调用，大部分的值都是集中在平均值附近的。

麻省理工公开课 - 计算机科学及编程导论课程节选

Over this time period, that portfolio had an expected return of something like a little over 9% and it had a standard deviation of a little over 9%.

在这个时间段，这个投资组合的预期收益率是,9%多一点%,标准差是9%多一点。

耶鲁公开课 - 金融市场课程节选

7% 77% is class average and the standard deviation was 17% so you can see where things lie. 50% is a pass.

7是平均水平，标准偏差是%,这就是事情所在，50%就及格。

麻省理工公开课 - 固态化学导论课程节选

And then I could also do a Gaussian one here, with the mean of and the standard deviation of volatility divided by 2.

然后我在这里再写一个高斯分布的函数，它的浮动值的平均值和,标准偏差值都除了2。

麻省理工公开课 - 计算机科学及编程导论课程节选

So, for example, at an annual expected return of 12% if I have a portfolio of stocks, bonds, and oil I can get a standard deviation of something like 8% on my portfolio.

例如，在年预期收益12%的情况下%,我有股票，债券和石油的投资组合,在这个组合里,我的投资组合可以取到8%的标准差。

耶鲁公开课 - 金融市场课程节选

It shows the standard deviation of the return on the portfolio as a function of the expected return on the portfolio.

它是投资组合的收益标准差,关于预期收益率的函数图像。

耶鲁公开课 - 金融市场课程节选

But if I would confine myself just to stocks and bonds, then I would get a much higher standard deviation.

但若组合里只有股票和债券，我的标准差会高得多。

耶鲁公开课 - 金融市场课程节选

If there's a large standard deviation it would be spread.

如果标准偏差值很大,那么它就比较分散。

麻省理工公开课 - 计算机科学及编程导论课程节选

Especially if there is a small standard deviation.

特别是当标准偏差值很小的情况。

麻省理工公开课 - 计算机科学及编程导论课程节选

You could always find a portfolio that had a higher expected return for the same standard deviation.

你总是可以找到一个投资组合,具有较高的预期回报,而标准差不变。

耶鲁公开课 - 金融市场课程节选

You can't come up with a number to describe the twenty-five standard deviation event; it's just too large a number, I think, for any of us to really comprehend.

你根本无法想出一个数字,来描述这个偏离25倍标准差的事件,对我们普通人来说,这是个难以想象的天文数字

耶鲁公开课 - 金融市场课程节选

According to my calculations it was a twenty-five standard deviation event.

根据我的估算,那次波动偏离均值有25倍标准差之巨

耶鲁公开课 - 金融市场课程节选

So, the optimal thing to do if you live in a world like this n is to get n as large possible and you can reduce the standard deviation of the portfolio very much and there's no cost in terms of expected return.

如果现实中也这样简单的话,那么你就尽量增大,这样就能让投资组合的标准差,就会大大降低,从预期收益率的角度来看,这样做的成本是零。

耶鲁公开课 - 金融市场课程节选