A correlation peaks allocation algorithm based on neighborhood variance increment is presented, which is on the foundation of neighborhood entropy.

以邻域熵目标检测为基础，提出了一种基于邻域方差增长的相关峰光斑自动定位算法。

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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。

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In fact, the Brinson, Hood and Beebower study a lot of advisors chant about demonstrated that 90% or more of the variance in returns among large pension plans was explained merely by their allocation to stocks, bonds and cash.

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