Finally, this paper USES GARCH model regressing the portfolio return time series.

文章最后用GARCH模型对组合收益率时间序列进行了模拟。

youdao

But, I don't know what you were thinking, we got a 28% portfolio return last year.

不知道你们觉得如何，我们去年获得了28%的收益？

youdao

"Ignoring these costs can easily cost you 1 percent to 2 percent of your portfolio return annually," said Ilene Davis.

“忽略掉每年轻易地花费你1%到2%的证券收益”伊岚。戴维斯说。

youdao

But, I don't know what you were thinking, we got a 28% portfolio return last year.

不知道你们觉得如何,我们去年获得了28%的收益

耶鲁公开课 - 金融市场课程节选

It shows the standard deviation of the return on the portfolio as a function of the expected return on the portfolio.

它是投资组合的收益标准差,关于预期收益率的函数图像。

耶鲁公开课 - 金融市场课程节选

So Yale had a 28% return on its portfolio last year, which was number one of all college endowments.

去年耶鲁基金获得了28%的收益,收益率高居全美高校榜首

耶鲁公开课 - 金融市场课程节选

The vertical axis (Y axis) is the compounded portfolio return and the horizontal axis (X axis) is portfolio risk as measured by the annual standard deviation of return.

FORBES: Basics of Asset Allocation (Part 2 of 2)

Portfolio return is a combination of beta, size and value.

FORBES: Any Monkey Can Beat the Market

Table 3 below provides a summary of the annualized standard deviation and returns for each asset class, the weighted average risk and return and the total portfolio risk and return from January 1979 through December 2009.

FORBES: Expert View