半方差 meaning in English
semivariance
Examples
- Average semi variogram
平均半方差图 - 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
以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。