duarte中文什么意思
迪阿尔泰
杜阿尔特
杜瓦蒂
杜瓦尔特
+更多解释...- abilio duarte: 阿比利奥杜阿尔特
- chris duarte: 克里斯杜阿尔特
- duarte pico: 杜阿尔特峰
例句与用法
更多例句: 上一页 - Since 1952 the markowitz ’ s mean - variance portfolio theory inception , sur - rounding this issue which how to measure risks , it has generated a lot of risk mea - surement methods and bring a lot of portfolio models , such as mean - semivariancemethods , mean - downside risk methods , mean - absolute deviation methods , mean - absolute semideviation methods , mean - absolute downside risk , and soon . 1999 , duarte proposed a portfolio optimization uniform model that unifiedthe six methodologies mentioned above
自从1952年markowitz的均值-方差投资组合理论问世以来,围绕着如何对风险进行度量这一问题先后产生了许多的风险度量方法,带来了很多的投资组合模型,如均值-半方差法、均值-下滑风险方法、均值-绝对离差方法、均值-绝对半离差方法、均值-绝对下滑风险方法等等。 - This article spread the duarte ’ s single - period unifiedmodel and created two - period portfolio optimization uniform model . meanwhile , it absorbed the mean - cvar portfolio optimization model into portfolio optimiza - tion uniform model and created a portfolio optimization uniform model contain - ing cvar
本文推广了duarte的单期投资组合优化统一模型,建立了两期投资组合优化统一模型,并把以cvar为风险度量的均值- cvar投资组合优化模型纳入了优化统一模型,建立了包含cvar的投资组合优化统一模型。