mean-variance model
双语例句原声例句
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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。
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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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This paper presents a single factor heteroscedastic model, deduce a method of this heteroscedastic analysis, and presents the estimation of mean and variance in this model.
本文提出了一种单因子异方差模型，导出这种异方差分析方法，并给出了模型中均值与方差的估计。
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What we did--the core theoretical framework that we had-- was the mean variance theory, which led us to the capital asset pricing model.
我们讲到了投资组合多元化的核心理论框架,即均值-方差模型,之后又讲到了资本资产定价模型
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