上周五,在欧洲交易的西班牙与意大利的国债收益率小幅回调,原因是市场指望法国和德国能拿出有效的方案,收拾当前的烂摊子。
Spanish and Italian bond yields rallied slightly in European trading on Friday on the hopes that France and Germany will come up with some sort of solution to the current imbroglio.
广告主要的是切实有效的结果;他们想跟踪收益率,一次点击对他们来说并不算是收入。
Advertisers want actionable results; they want to track their ROI, and a click is not revenue to them.
根据马科维茨的定义,有效组合是指其单位收益的风险最小或单位风险的收益率最大。
Optimizing portfolio is that the least risk in an unit return or the most return in an unit risk on the basic definition of Markowitz.
同时检验了收益率序列的随机性,检验结果说明沪深股票市场基本达到弱式有效。
We also verified stochastic feature of return time series, from results we see that Chinese stock market is weak form efficient.
其主要的解决方法是以盈余收益率的均值及其方差为研究对象,确定有效边界及最优资产配置结构。
The problem can be solved by focusing on the relationship of surplus return and surplus variance within the framework of surplus optimization.
尽管我国的国债收益率曲线,其本身是完整、准确的,但这并不能说明我国当前的国债市场,是有效的市场。
Although the Treasury yield curve in China, and its itself iscomplete and accurate, but this does not mean that China's current national debt market, is the effective market.
最后,得出的主要结论如下:1.我国的B股市场的日收益率呈随机游走状态,已经是弱式有效市场。
The main conclusion is as follows:1. The daily returns of china' s B-share markets are random walk, the markets are weak-form efficient markets.
本文以上证50ETF、上证50指数和上证综合指数的日收盘价格、日收益率序列为研究对象,以检验其交易的有效性问题。
In the paper, 50etf, 50 index and synthetic indexes in Shanghai Securities Exchange are the research objects, in order to test the effective of trading.
回溯检验能有效增加挑选出的最好基金分组的净值收益率,提高分组策略效果。
The back testing filtration methods can improve the effectiveness of the fund selection strategy.
回溯检验能有效增加挑选出的最好基金分组的净值收益率,提高分组策略效果。
The back testing filtration methods can improve the effectiveness of the fund selection strategy.
应用推荐