mean-variance

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.

According to multilevel theory, team-level behavioral structures are usually operationalized by mean, which reflects central tendency, and by maximum, minimum and variance, which reflect dispersion.

根据多层次理论，团队层次的行为结构通常用反映集中趋势的均值法与反映离散程度的极值法和方差法等几种操作化方法来表示。

Under the Gaussian hypothesis, probability density functions and numerical characters such as mean, variance and hybrid 2nd order moment of the instantaneous polarization projection vector ( IPPV) of TV-EMWs are studied in this paper.

在正态假设下，研究了时变电磁波瞬态极化投影矢量（IPPV）的概率分布和均值、方差、混合二阶矩等数字特征，得到了电磁波IPPV一些重要统计性质。

The mean variance, capital rated and capital interest arbitrage are also devised.

并设计了均值方差模型, 资本资产定价模型和资本资产套利模型.

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

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。

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。

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.

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。

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。

Disturbed by random selection within a certain number of particles in the sample, calculate the sample mean and variance of the target space, which is proposed for the maximization and minimization problems of the robust model ofa single target, and extended to multiple targets. 4.

通过随机选取粒子扰动范围内一定数量的样本，计算出样本目标空间的均值和方差，由此提出了针对最大化和最小化问题的鲁棒模型，并推广到多个目标的优化命题。

The variance ratio test, mean value test and interval estimations are introduced in analysis of the results.

并采用方差比校验、均值校验和区间估计方法处理所得的结果。

The moment equations are developed which provide the mean, variance and skewness of carbon dioxide concentartion.

最后所推导出之动差方程式更可推算出二氧化碳浓度之平均, 变异数及偏态系数值.

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。

A traffic anomaly detection algorithm based on steady model is proposed. Both weighted mean value and variance statistics method are used to build and update the steady model. Furthermore ROC curve method is used to assess performance.

提出了一种基于稳态模型的流异常检测算法，采用加权均值和方差计算相结合的统计学方法对网络流量稳态模型进行建模和更新，并使用ROC曲线进行异常检测模型的性能评估。

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

So the methods of mean variance exaggerate the extent of the risk.

因此,方差方法夸大了风险的程度.

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。

An algorithm based on inverse matrix for mean variance portfolio selection model is proposed.

介绍均值方差资产组合选择模型的一种以逆矩阵为基础的算法.

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。