Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.
马柯维兹均值—方差模型使用收益率的方差度量证券的风险,但是实际分布呈尖顶胖尾状,使得方差可能不存在。
The results indicate that the initial deviations of the joint positions match normal probability density function limited in the range of double mean variance.
随机缺陷分析方法中假定结构每个节点的位置偏差符合二倍均方差范围内的正态概率密度函数是可以接受的。
The proposed method analyses local image statistics and then matches the local histograms of two images to be fused by applying mean or mean variance matching normalization functions.
该方法分析了局部影像统计特性,应用均值或均值—方差匹配正态函数,对要融合的两幅影像局部直方图进行匹配。
Chapter 2 discusses reinsurance optimization model under mean-variance principle. Aiming at change stop loss reinsurance, it derives optimal conclusions of both individual model and collective model.
第二章讨论了均值方差原理下的再保险最优化模型及其适用条件,针对停止损失再保险,得出个体模型与集合模型下的最优结论。
This paper introduces the approximate calculation of real number's or of vector parameter positive function's posterior mean, variance and forecasting density in mathematical statistics.
文章介绍了数理统计中实数或向量参数的正函数的后验平均、方差和预测密度的近似计算。
The analysis can generate descriptive statistics, such as: the mean, variance, standard deviation, range, kurtosis and skewness.
该分析可以生成描述性统计,如:均值,方差,标准差,范围,峰度和偏度。
Using images' features such as gradient, mean, variance, degree of smoothing and texture characteristics to establish cost function may obtain the best results of target detection.
该方法利用动态规划理论中代价函数的建立过程来充分考虑图像中的灰度、均值、方差、光滑程度和纹理等多种特征,从而使目标检测的结果为最佳。
Using mean, variance conceptions in the definition of the sliding mode reachability can better reflect the stochastic characteristics of the systems.
运用均值、方差概念来定义的滑动模可达性,更能反映系统的随机特征。
Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc.
对证券市场包括股票市场中的一些经典方法有:均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
The paper summarized domestic and international research results in the field of Markowitz s mean-variance model.
本文概述了国内外在马克·维茨均值-方差模型领域的研究成果。
On the basis of the classical mean-variance model, the article proposes the asset allocation model with value-at-risk constraint and transaction cost.
在经典均值-方差模型的基础上,提出了存在交易费用时基于风险价值约束的资产配置模型。
Aiming at stop loss reinsurance, this paper derives optimal pricing model of reinsurance on the basis of total claim amount using mean-variance premium principle and utility theory.
停止损失再保险作为一种再保险方式,在具有相同保费的前提下,能使保险人的期望效用最大,并能使其自留风险方差最小。
Aiming at stop loss reinsurance, this paper derives optimal pricing model of reinsurance on the basis of total claim amount using mean-variance premium principle and utility theory.
停止损失再保险作为一种再保险方式,在具有相同保费的前提下,能使保险人的期望效用最大,并能使其自留风险方差最小。
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