风险投资组合中的加权平均偿还期,考虑到所有提前偿付的抵押贷款、卖权和可调整债券。
A weighted average of the maturities of the bonds in a portfolio, taking into account all mortgage prepayments, puts, and adjustable coupons.
其研究的核心的问题就是如何求出组合预测加权平均系数。
The key problem to be solved is how to obtain weighted averaging coefficients of combination forecasting.
给出一种新的组合预测模型——广义加权函数平均组合预测模型及其加权系数的参数估计方法。
In this paper, we present a new kind of combining forecasting model based on the generalized weighted functional mean and the parameter estimation methods of its weighting coefficients.
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