参数方差的这一组成部分依赖于样本容量。
This components of parameter variance depends on the sample size.
介绍具有随机设计的一类半参数方差函数模型。
We propose a general semiparametric variance function model in a random design setting.
要想将上面所讨论的所有内容都成为可实行的,团队必须找到一个计算项目参数方差的方法。
For all of the above discussion to be practical, the team must find a way to compute the variance of the project parameters.
But, on the other hand, you don't want high variance because that's risk; so, both of those matter.
但另一方面,你不想要高水平的方差,因为它代表风险;,因此这两个参数都很重要。
The more x moves, the bigger the variance is.
参数的变动越多,方差就越大
The way you would go about it, if you're a portfolio manager, is you have to come up with estimates of the inputs to these formulas-- that means the expected returns, the standard deviations, and the covariances.
你所要做的,如果你是一个资产经理,你要做的事情就是,对公式里面的一些参数进行估计-,那些参数包括预期收益,标准差,和协方差。
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