广义方差比是一个效率度量。
并找到了方差比与相关系数之间的内在联系。
It is called variance ratio and the exact relation between variance ratio and correlation coefficient is also built.
此外,找到了方差比,W - K统计量与相关系数之间的精确关系。
Besides, the relations between variance ratio and correlation coefficient and between W-K statistics and correlation coefficient are found.
Depending on where the assets expected returns are and the assets' standard deviations, we can see that we might be able to do better than--have a lower variance than either asset.
根据资产的预期收益,以及收益的标准差,可以看到我们有更好的选择,这里的方差值比以上两种方案都要低。
It is defined as rho= That's the correlation coefficient.
定义为,rho等于xy的协方差比xy各自的标准差的乘积,这就是相关系数
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