The statistical study of historic returns, price volatility and price correlations in order to establish the best portfolio.

为建立最佳的资产组合而对以往收益率、价格波动及不同资产价格相关性所进行的统计分析。

youdao

Having introduced the data returns put, data pre-processing and data statistical analysis, spectrum analysis and power spectrum analysis.

介绍了数据回放、数据预处理、数据统计分析、频谱分析和功率谱分析。

youdao

You take all the risky assets ... and you analyze them first to get their-- you have to do a statistical analysis to get their expected returns, their variances, and their covariances.

你需要对所有的风险资产进行分析,首先要得到它们的-,你必须要做一个统计分析,算出它们的预期收益率，方差，和它们的协方差。

耶鲁公开课 - 金融市场课程节选

What's more, the work of Elroy Dimson, Paul Marsh and Mike Staunton of the London Business School has shown there is no statistical link between one year's economic growth and the next year's stockmarket returns.

ECONOMIST: Share prices in Europe may have priced in the bad news

Amihud uses a statistical measure called "R-squared" to observe how much of active fund managers' returns can be explained simply by the index.

WSJ: Upside: How to Find a Fund Manager Who Can Beat the Market

In fact, three of the worst 10-year periods of real returns have come in the past six months, a record that practically begs for statistical redress.

FORBES: Rebuilding Global Markets