1) ordered mean difference model
序值均差模型
2) mean-standard deviation model
均值均方差模型
3) mean-variance model
均值-方差模型
1.
Through embedding the mean-variance model into the quadratic utility model and then adopting dynamic programming,we get an analytical expression for the optimal investment strategy.
以动态均值-方差模型研究基于收益序列相关的投资组合选择。
2.
Based on the operating mechanism of the open fund,a single-period mean-variance model is established for selecting optimal portfolios.
基于开放式基金的运行机制,对其最优投资组合问题建立了单阶段均值-方差模型,在赎回准备金有固定的比例的前提下,就是否存在无风险资产的投资进行了讨论,并推导出相应问题的最优解和有效前沿的表达式,同时还给出了含风险和预期收益的权衡参数ω的模型与一般均值-方差模型等价的充分必要条件。
3.
In this paper description suitable adoption multi-model conduce to who make policy of investment by empirical analysis , mean-variance model, logarithm utility model and actual data of our country stock market.
本文选用均值-方差模型和对数效用模型,并以我国证券市场的实际数据,通过实证分析说明适当选用多模型将有助于投资者进行投资决策。
5) Markwitz's mean-variance model
Markwitz均值-方差模型
6) mean variance model
均值方差模型
1.
The results suggest that combining catastrophe option with reinsurance may extend the opportunity set and lead to efficiency gains basing on the mean variance model.
针对一家风险厌恶保险公司,构造了一个由巨灾期权和再保险组合而成的巨灾保险计划,借用标准均值方差模型,分析了巨灾期权和再保险的最优组合安排。
补充资料：差序
1.等级。
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参考词条