variance criterion meaning in Chinese
方差标准
方差准则
Examples
- Furthermore , we give a new method of grouping according to the thought of aic , and name it as variance criterion
受到aic准则想法的启发,随后给出一个新的分组方法,定义为绝对方差准则。 - Secondly , this thesis evaluates some main theories and method about market risk measurement . such as mean - variance criterion of markowitz and risk decentralization principal , single - factor model , multifactor model , down - risk model , black - scholes model and var model based on the calculation of loss . it also discusses the suitable conditions and defects of every theory and method , and think that var is a more perfect method for risk measurement by comparison
其次,评价了有关市场风险度量的一些主要理论和方法,如markowitz的均值?方差准则和风险分散原则、 capm模型和风险的市场因素模型、单因素模型、多因素模型、 downside - risk 、期权定价理论和现代基于损失计量风险的var等风险度量理论,并讨论了各种风险度量方法的具体适用条件及相应的缺陷。