covariance model meaning in English
协方差模型
Examples
- The first chapter introduces several important models of investment portfolio in the present capital market , such as covariance model , capital asset pricing model , single index model and arbitrage pricing theory . in the last of this part , the thesis analyse strongpoint and disadvantage of each model
第一章详细介绍了目前资本市场上关于投资组合的几个重要模型，如协方差模型、资本资产定价模型、单指数模型和资产套利模型等，在本章的最后，论文对这些模型各自的优缺点进行了简单的分析比较。