This portfolio, the minimum variance portfolio, is 9% oil, 27% stocks, and 64% bonds and most of the — many choices you can make.
这个最小方差的资产配置是9%的石油，27%的股票和64%的债券，而大部分…你可以有许多选择。
The purpose of this paper is to summary the literatures on tests of portfolio mean-variance efficiency in the framework of classical statistics and Bayesian inference.
评述了应用经典统计学和贝叶斯推断检验资产组合均值方差有效性的文献，提出了这些方法在我国应用-的可能性。
New method of evaluating the hedge performance which adopted the integrated index of mean, variance and low partial moments of the returns of the hedging portfolio was proposed.
本文提出了采用套保组合收益率的均值、方差和半方差作为综合衡量套保绩效指标的新方法。
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.
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。
In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.
在传统的金融风险度量模型中，基本都是基于正态分布，然后运用方差一协方差法来求解资产组合的风险价值。
In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.
在传统的金融风险度量模型中，基本都是基于正态分布，然后运用方差一协方差法来求解资产组合的风险价值。
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