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半方差的英文

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"半方差"怎么读用"半方差"造句

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  • semivariance

例句与用法

  • Average semi variogram
    平均半方差
  • Taking variance as the risk measure , the e - v model is established . the solution and property of efficient frontier with or without short sale constraint is analyzed
    半方差为风险度量标准,建立了证券组合投资的e - sh模型,并探讨了其求解方法。
  • The paper reviewed the history of risk & return measurements , analyzed their limitations , and advanced a more perfect measure : semi variance with capital factor
    文中回顾了20世纪50年代以来投资风险与收益的计量历史,在分析了各种计量方法的缺陷之后,作者提出了更为理想的风险与收益计量方法? ?加入资本因素的半方差法。
  • When the covariance matrix formed by securities yields is non - oppositive definite , we provide the model with transaction costs , which risk is variance matrix risk . when the covariance matrix formed by securities yields is not exist , the risk we use is absolute deviation risk and semi - absolute deviation , which is differ with traditional risk such as variance matrix risk or semi - variance matrix risk
    在证券收益率协方差阵不一定存在时,给出了不同于以往以证券收益率间的方差或是半方差为风险度量指标而是以绝对离差为风险指标和以半绝对离差为风险指标的含有交易费用的证券组合投资模型。
  • 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。
  • There are kinds of risk factors in the course of the real estate investment , the final result is the departure if the risk events take place and it is the investor ' s concerned matter in deed . in order to embody the investor ' s concerned matter at the risk measurement , the author introduces semi - variation , the probability of net present value less than zero and the risk loss and uses these indices to measure the risk of real estate investment
    房地产投资过程中风险因素众多,各类风险事件发生所造成的最终结果是投资的实际收益与预期收益发生偏差,而投资者真正关心的也正是收益能否实现的问题,因此,本文将房地产投资风险的度量直接体现在投资者关心的问题上,用半方差、净现值小于零的概率、风险损失值等指标来量化投资风险。
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