That's got the lowest possible standard deviation of expected return and that's 25% stocks and 75% bonds with this sample period.

这个组合预期回报的标准差最小,在这一点上，投资组合,由25%的股票和75%的债券构成。

耶鲁公开课 - 金融市场课程节选

So suppose that we consider a deviation in which, and again I've forgotten your name in which Stacy stands as well.

假设我们考虑一种偏差的情况下,我又忘了你的名字了,斯泰西也参选了

耶鲁公开课 - 博弈论课程节选

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

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 all of these things with addition of the deviation of the policy, personnel and material to Iraq, led to the turnanoud.

所有这些事情加上政策，人员，物资向伊拉克的转移，使得局势有了改变。

普林斯顿公开课 - 国际座谈会课程节选

And when we're talking about the amplitude of the wave, we're talking about the deviation from that average level. So, if we define the average level as zero, you can have either a positive amplitude or a negative amplitude.

当我们讨论一个波的振幅时,我们说的是偏离平均位置的量,如果我们把平均位置,定义为零的话，那幅值不是,正的就是负的，有时候人们在。

麻省理工公开课 - 化学原理课程节选

He will not tolerate any deviation in the service of alien gods.

他无法容忍对任何异教神灵的偏向。

耶鲁公开课 - 旧约导论课程节选

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

So the other possible deviation we have to consider, is a deviation of the form of one of these guys dropping out.

那么另外一个我们必须要考虑的偏差,是她们俩有一个人退出选举

耶鲁公开课 - 博弈论课程节选

.. You want to get it-- if you keep adding assets, you can do better and better on your portfolio standard deviation.

你想得到-,如果不断增加资产,组合的标准差就会越来越小。

耶鲁公开课 - 金融市场课程节选

So clearly, that's not, thank you, that's not a profitable deviation and it's also not a profitable deviation for people on the left.

所以很明显,那不是,谢谢,那不是个有利的偏离并且,对左边的人来说也不是个有利的偏离

耶鲁公开课 - 博弈论课程节选

Let's suppose that all of them are the same-- they all have the same standard deviation.

我们假设这些资产的收益率标准差-,均相等。

耶鲁公开课 - 金融市场课程节选

One standard deviation happens one draw out of three, two standard deviations one out of twenty, three standard deviations is one out of one hundred.

落在一个标准偏差之外的概率是1/3,两个标准差之外的概率是1/20,三个标准差之外是百分之一

耶鲁公开课 - 金融市场课程节选

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

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

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

Number of policies doesn't affect the means but it affects that standard deviation, so it becomes very collapsed and this is the basic core idea of insurance.

保单的数量并不影响其均值,但是会影响其标准差,所以这条曲线非常陡峭,而这就是保险的核心原理

耶鲁公开课 - 金融市场课程节选

To calculate the expected utility of your wealth, you might also have to look at the expected return, or the geometric expected return, or the standard deviation.

要计算你财富的期望效用,你也许还要研究预期收益曲线,或几何预期收益率,或是标准差

耶鲁公开课 - 金融市场课程节选

An eight standard deviation event happens once out of every six trillion trials.

而八个标准差的偏离就意味着,六万亿分之一的概率

耶鲁公开课 - 金融市场课程节选

So there's three possible types of deviation here that we need to check.

这有三种可能的偏差,需要我们验证

耶鲁公开课 - 博弈论课程节选

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

Because the square root of 10,000 is 100, whatever the standard deviation of the portfolio is, you would divide it by 100 and it would become really small.

因为一万的平方根是一百，无论这个投资组合的标准差是多大，当除以100后就都变得很小很小了。

耶鲁公开课 - 金融市场课程节选

But there's a second reason why this is a really bad deviation.

但认为这是很差的偏离还有第二个原因

耶鲁公开课 - 博弈论课程节选

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 that's .16/100; so the standard deviation is .04.

那就是0.16/100,所以标准差等于0.04

耶鲁公开课 - 金融市场课程节选

Why isn't it a profitable deviation for Stacy?

为什么对斯泰西来说它不是个有利的偏离

耶鲁公开课 - 博弈论课程节选

Then, once we did that we could plug that into the formula that I gave you last time and get the standard deviation of the portfolio and the expected return on the portfolio.

再将估算出的数值代入到,上节课给你们的公式中,就能得到资产投资组合的标准差,和该投资组合的预期收益率

耶鲁公开课 - 金融市场课程节选

What is the standard deviation?

标准差是多少

耶鲁公开课 - 金融市场课程节选

What we want to do now is compute the mean and variance of the portfolio-- or the mean and standard deviation, since standard deviation is the square root of the variance-- for different combinations of the portfolios.

我们现在要做的是,计算这个投资组合的均值和方差-,或者均值和标准差，因为标准差的平方就等于方差-,这对任何投资组合都是一样的。

耶鲁公开课 - 金融市场课程节选