mean variance model
网络释义
mean-variance model 均值一方差模型
Makowitz mean-variance model 马科维茨均值方差模型
model of mean-variance 均值方差模型
双语例句原声例句
-
Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.
马柯维兹均值—方差模型使用收益率的方差度量证券的风险，但是实际分布呈尖顶胖尾状，使得方差可能不存在。
-
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。
-
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。
-
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
应用推荐