variance yields 中文意思是什麼
variance yields
解釋
方差值- variance : n. 1. 變化，變動，變更；變度，變量；【統計】（平）方（偏）差。2. （意見等的）相異；不和，沖突，爭論。3. 【法律】訴狀和供詞的不符。
-
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
在證券收益率協方差陣不一定存在時，給出了不同於以往以證券收益率間的方差或是半方差為風險度量指標而是以絕對離差為風險指標和以半絕對離差為風險指標的含有交易費用的證券組合投資模型。
分享友人