同时，传统的相关系数矩阵不能描述资产组合中几项资产价格之间的非线性关系。

Meanwhile, the traditional correlation coefficient matrix can not describe the non-linear relationship between asset prices from the portfolio assets.

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在资产组合的均值—方差分析的基础上对于公司购并的风险进行了分析，得出了公司购并风险的程度取决于购并元间的相关系数。

Based on the expectation-variance analysis of portfolio, this paper presented that the degree of the risk of the companies' mergers depended on correlative between the mergers' units.

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例如，相关系数为0.6的资产组合六成时间在同样方向变动，而相关系数为-0.6的60%的时间则在相反的方向变动。

For instance, stocks with a 0.6 correlation moved in the same direction 60 percent of the time, while stocks with a -0.6 correction moved in opposite directions 60 percent of the time.

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例如，相关系数为0.6的资产组合六成时间在同样方向变动，而相关系数为-0.6的60%的时间则在相反的方向变动。

For instance, stocks with a 0.6 correlation moved in the same direction 60 percent of the time, while stocks with a -0.6 correction moved in opposite directions 60 percent of the time.

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