绝对离差 meaning in Chinese
a olute di ersion
absolute deviation
absolute dispersion
Examples
- An extended with portfolio optimization model mean - semideviation
一个推广的半绝对离差证券组合投资模型 - Mean absolute deviation
平均绝对离差 - The portfolio investment model with transaction costs under absolute - deviation
绝对离差风险下含有交易费的证券组合投资模型 - 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。