mean-variance的例句大全

with the perspective of risk transferring, this thesis focuses on discussing the reinsurance optimization model under mean-variance principle, utility theory and sharpe's ratio, their meanings, basic ideas and conditions applicable.

从原保险人利用再保险转移风险的目的出发，本文集中讨论了均值方差原理、效用原理及夏普比率（风险收益比率）下的再保险最优化模型，三种原理的含义、基本思想及所适用的条件。

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This paper gives approaches to the sensitivity analysis for Mean-Variance ( M-V) portfolios with riskless asset.

研究了MV证券投资组合灵敏度分析方法。

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The mean-variance analysis provides a fundamental approach for modern portfolio selection, the safety-first approach proposed by Roy represents another school of think the safety first criteria is used to the sigle period and muti period problems.

马科维茨均值-方差分析是研究证券组合选择的一种基本方法，而Roy提出一种安全第一准则，该准则多出现在单阶段与多阶段证券组合选择的研究中。

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An Empirical Comparison between Mean-variance Model and Minimax Model in Chinese Stock Market

投资组合均值-方差模型和极小极大模型的实证比较

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Chapter 4 introduces the dynamic continuous time model on the basis of the continuous time Mean-Variance model and investigates the cruxes of the problem.

第四章对动态连续时间的财富的均值-方差模型指出加入机会约束和VaR约束时可能碰到并需要解决的问题。

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This paper proposed the multiple Mean-Variance ratio test of which is based on the "Asset Performance Evaluation with Mean-Variance Ratio" of Bai ( 2008), completing the theory of Mean-Variance Ratio test.

本文在Bai（2008）提出的均值方差比（MVR）检验的基础上，完善了小样本检验的理论，提出了k个均值方差比的多元MVR假设。

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harry markowitz in 1952 first proposed the mean-variance and the efficient frontier model which laid a solid foundation for the modern portfolio theory.

马柯维茨（H.M.Markowitz）在1952年首次提出了均值&方差分析方法和投资组合有效边界模型，为现代投资组合理论奠定了坚实的基础。

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chapter 2 discusses reinsurance optimization model under mean-variance principle. aiming at change stop loss reinsurance, it derives optimal conclusions of both individual model and collective model.

第二章讨论了均值方差原理下的再保险最优化模型及其适用条件，针对停止损失再保险，得出个体模型与集合模型下的最优结论。

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Firstly, we deal with the mean-variance frontier of arbitrage portfolios under investment proportion limitations.

因此, 考虑到现实应用,对套利组合的分析也须研究存在投资权重限制时的选择问题.

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It's very important to understand what the mean-variance frontier actually means.

要理解边界上的平均方差真正的含义是非常重要的.

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Comparative Study between Mean Absolute Deviation Model and Mean-Variance Portfolio Selection Model

绝对离差风险测度模型与均值方差模型的比较研究

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