mean-variance analysis 中文意思是什麼
mean-variance analysis
解釋
方差分析-
Theory of portfolio optimization is an important part of the modern ? nance in - vestment theories, which uses mathematical facilities such as convex analysis, random analysis, nonsmooth analysis, ( nonlinear ) programming etc, combined with the mean - variance method the basic method of modern portfolio theory. by setting up mathe - matical models, discussed the investment rules of ? nance market and o ? ered theoretic guide for investors
投資組合優化理論是現代金融投資理論的重要組成部分，它運用凸分析、隨機分析、非光滑優化、 （非）線性規劃等數學工具，並與現代投資組合理論的基本方法均值方差方法相結合，通過建立數學模型討論金融市場投資規律並為個人或機構投資者提供理論指導。 -
The signal process function of the software include these function : digital filter, windowing, auto - correlation function and cross - correlation function, mean and variance, probability density function and probability distribution function statistic ; auto - power spectrum, cross - power spectrum, frequency response function, coherence function, cepstrum analysis based on fft ( fast fourier transfer ) ; joint time - frequency analysis based on stft ( short - time fourier transfer )
軟體的處理功能包括：數字濾波、時域加窗、自相關與互相關處理、均值和方差計算、概率密度和概率分佈函數計算；在快速傅立葉變換（ fft ）基礎上計算自功率譜、互功率譜、頻率響應函數、相干函數、倒頻譜分析；基於短時傅立葉變換（ stft ）的聯合時頻分析等。 -
This study was conducted to examine the interrelationship of 10 seed vigor traits in 12 wheat genotypes through variance, co - variance and path coefficient analysis, to determine broad - sense heritability, and to estimate genetic advance under selection. the genotypes showed significant difference for all traits, except for percentage of normal seedling. genetic correlation between conversion efficiency of seed reserve, electrical conductivity with other traits were not significant, showed that selection for any of them might be possible without hampering any other traits. however path coefficient analysis indicated that conversion efficiency of seed reserve, seed reserve utilization ratio have strong direct effect in affecting seedling weight, and that mean germination time has significantly negatively correlated in affecting gi. moderate to high estimates of broad - sense heritability, genetic coefficient of variation and expected genetic advance were obtained for electrical conductivity, germination index, mean germination time, seed dry weigh, seedling dry weigh, seed reserve depletion ratio indicating the possibility for improving these traits
本研究利用12個普通小麥品種對10個種子活力性狀的遺傳變異和相關研究，表明除正常幼苗百分率外，其餘種子活力性狀在品種間均存在顯著的差異.種子貯藏物質轉換效率、電導率兩個性狀間及與其它性狀均無顯著的遺傳相關，因此對他們的選擇不會影響到其它性狀.通徑分析表明幼苗干重主要取決于種子貯藏物質轉換效率、種子貯藏物質利用速率;發芽指數主要由平均發芽時間決定.電導率、發芽勢、幼苗干重、種子干重、發芽指數、種子貯藏物質消耗比率6個性狀表現中到高的遺傳力、遺傳變異系數和相對遺傳進展，指明通過遺傳育種手段改良這些性狀是可能的 -
By using ncep / ncar reanalysis data of height and wind, the inter - monthly lpac map, the climate lapc map, inter - annual anomaly map and mean variance map of monthly wind field of 850 and 500hpa and monthly height field of 850, 500, 150, 30hpa are calculated in a globe - belt area, which situates between 30 s and 75 n, from december 1957 to december 1997, according them we analysis the rule of the season transfer and anomaly of nh mean circulation. the results show that the climate map of lapc can describe the seasonal transfer process of large scale circulation better. the advance process of summer circulation establish is form south to north at the middle and lower level of the troposphere, that is reflected primly in the inter - monthly wind and pressure map of lapc ; at lower lever of stratosphere, the establish process is simulate to that of troposphere, and reflect of process of that the south asia high toward plateau ; at middle stratosphere the summer circulation establish begins at middle and high latitude initially, and then transmits to low latitude gradually, while the seasonal variability in mid - stratosphere is stronger than it in troposphere and low - stratosphere
利用ncep ncar再分析高度場和風場資料，計算了30 s 75 n球帶區域1957年12月至1997年12月逐月850 、 500hpa風場及850 、 500 、 150 、 30hpa高度場月際局地型相似系數圖、多年平均圖（即氣候lpac圖） 、年際異常圖及均方差圖，在此基礎上，分析了北半球平均環流季節轉換及其異常的規律。分析表明，氣候局地型相似系數圖較好地給出了大尺度環流季節轉換發生的過程：在對流層中、下部，風、壓場月際局地型相似系數圖清楚地反映了夏季型環流建立由南向北的推進過程；低平流層夏季型環流的建立與對流層接近，其中，南亞高壓上高原過程有明顯反映：中平流層，夏季型環流的建立明顯表現為從中、高緯度開始，逐步向低緯傳播的特徵，且變化較對流層和低平流層明顯。 -
Mean, variance, standard deviation, coefficient of variation of fourteen vital morphological characters indicated that great diversity existed either among species or among populations, with cv ranging from 28. 89 - 122. 36 % ( except dtm, which has a cv of 4. 72 % ). correlation analysis indicated that il showed a significant positive correlations with pfk ll and lw ( p < 0. 05 ), but a negative correlation with nm ( p < 0. 05 ). there were also strong positive correlations between each other of ll, lw, la and sw
相關分析表明，節間長度與株高、葉長、葉寬呈顯著正相關，而與主莖節數呈顯著負相關；葉長、葉寬、葉面積、千粒重四個性狀相互之間存在極顯著正相關；干重和單株種子產量兩者之間存在極顯著正相關；出苗率與千粒重之間存在顯著負相關；生長習性與分枝數之間存在顯著正相關；全生育天數與生長習性之間存在顯著負相關。 -
In the forth part, the paper uses markowtiz mean - variance analysis in portfolio choice and capital markets and professor zhang zhongzhen pivoting operation to solve portfolio loans
第四部分，文章利用markowtiz的資產選擇理論和張忠楨教授的樞軸旋轉運演算法試圖解決貸款組合問題。 -
Data were then analyzed through frequency, mean, standard deviation, one way analysis of variance, and stepwise multiple regression
所得資料以次數分配、平均數、標準差、單因子變異數分析及逐步?歸分析等方式進行統計分析。 -
In the framework of the markowitz mean - variance analysis, the modern portfolio theory is applied to the empirical study of the chinese stock market with emphasis of risk control and risk diversification
在馬克威茨的均值-方差分析體系下，本文以投資人的風險分散和風險控制為主線探索現代資產組合理論在我國股票市場的應用。 -
Based on the about 50 years development of mean - variance portfolio theory, this paper analyzes and discusses the relationship between return and risk of portfolios by using theoretical analysis and empirical study
本文以五十年來均值-方差資產組合理論的演進和發展為線索，採用理論分析和實證研究的方法，分析和探討資產組合的收益-風險關系。 -
Then, this paper empirically tested the validation and predictive accuracy of different var risk management model in the domestic financial market. finally, with the analysis of modem financial risk management development trend and the current domestic financial risk management situation, this paper made a prospect for the application of this model in the construction of domestic financial risk management system. through the analysis, the main conclusions are as follows : ( l ) the traditional mean - variance model is the special example of the portfolio selection based on the var risk management model for the case that the returns of the portfolio are assumed to be normally distributed ; compared with the mean - variance model, the var risk management model is more comprehensive and accurate in the measurement of the portfolio risk, so based on the var model, the investors can allocate the asset more effectively. ( 2 ) the var risk management model can provide the timely and comprehensive risk information for the top risk manager, so it is very helpful to the improvement of total risk management efficiency. ( 3 ) based on the var model, the raroc performance valuation approach can reflect the real performance of the portfolio manager and provide the coherent standard for the allocation of risk limitation and the construction of the incentive compatibility constraint mechanism in the financial instiutions
通過研究分析，本文主要得出如下結論： （ 1 ）傳統的markowitz均值? ?方差模型僅僅是在資產組合收益率正態分佈假設條件下基於var風險管理模型進行資產組合選擇的特例，與均值? ?方差模型中的方差風險度量方法相比， var風險管理模型能夠更全面、更貼切地衡量資產組合的風險，且基於此模型能夠更有效地進行資產配置決策； （ 2 ） var風險管理模型能夠滿足更高層次風險管理者對風險信息的需求，有助於整體風險管理效率的提高； （ 3 ）基於var風險管理模型的raroc績效評價能夠反映資產組合管理人的真實業績，從而為金融機構風險限額的分配和激勵約束機制的制定提供統一的標準； （ 4 ）國內證券市場資產組合收益率服從正態分佈的假設明顯不成立，實證檢驗表明基於資產組合收益率正態分佈假設條件下的方差? ?協方差模型對國內資產組合風險的預測存在較大的偏差，由於文中證明在收益率正態分佈假設條件下基於方差? ?協方差模型進行資產組合選擇的結果等價于markowitz的均值? ?方差模型，因此，均值? ?方差模型對國內資產組合風險的預測同樣會存在著較大的偏差，而半參數var風險管理模型則能夠取得較好的預測衡量效果； （ 5 ） var風險管理模型符合未來金融風險管理的發展趨勢，基於var風險管理模型建立內容提要風險限額內控體系、風險信息披露體系和業績評價體系，並進行金融監管，將有助於國內金融機構內部風險管理方法和外部監管技術跟上國際金融風險管理的發展潮流。 -
Study work mainly is : part one, look back and look ahead the financial development history and present situation that derives market and the futuristic tendency, summarize domestic and international theory and method about venture capital investment, discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two, establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three, covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four, have looked back the concept of option, the price relation of option and black - scholes option price formula, have put forward option price formula of the discounted value of option present value ; part five, have looked back the financial concept and its classfication that financial derivatives risk, have summarized financial risk management theory, measured and assessed methods of financial derivatives risk
主要研究工作為：第一章，回顧和展望金融衍生市場的發展歷史、現狀和未來，綜述國內外關于風險投資的理論與方法，論述建立和發展我國金融衍生市場的必要性及重要意義；第二章，建立投資者的隨機期望效用與投資風險之間的關系? ?平均隨機占優；第三章，均值方差模型協方差矩陣的靈敏度分析與模糊分析；第四章，回顧了期權的概念、期權的價格關系和black - scholes期權定價公式，提出了歐式看漲期權價格的折現值所滿足的微分方程；第五章，回顧了金融衍生品風險的概念及其分類，總結了金融衍生品的風險管理理論和金融衍生品風險計量和評估方法。 -
The cyclic estimation approaches of chirp signals in additive nose or multiplicative noise are proposed, it presents a way for the parameters estimation of zero mean amplitude chirp signals. the estimation performances in the additive noise or multiplicative noise are analyzed by the first order perturbation analysis method, and the error variance expressions of the parameters estimation under large samples are derived
針對加性噪聲情況及存在乘性噪聲的情況，提出了線性調頻信號參數的循環平穩估計方法，解決了零均值乘性噪聲的信號參數估計問題，並採用一階擾動分析方法，對兩種噪聲情況下的估計性能進行了分析，推導出了各參數的估計誤差方差公式。 -
In the year of 1952, harry m. markowitz published his famous paper " portfolio selection " in the journal of finance. in this paper, he firstly studied the selection of portfolio by using the method based on mean - variance analysis. markowitz ' s studies started the research of relationship between return and risk of financial asset based on quantitative analysis method, his studies also became the methodical basis of modern portfolio theoretical analysis
1952年馬科維茲在《財務學刊》發表了著名的「資產組合的選擇」一文，最先採用均值-方差分析法研究了資產組合的選擇問題，開創了運用數理分析方法研究金融資產收益-風險關系的先河，並為現代資產組合理論的研究和發展奠定了方法論基礎。 -
When the two - dimensional decoupling theory is applied to single - mode and two - mode dye laser system, the mean ( i ), variance 2 ( 0 ), and effective eigenvalue eff of laser intensity are calculated. excellent agreement between theoretical analysis, numerical simulations, and experimental measurements are obtained
然後將二維退耦理論應用到單模和雙模染料激光系統中，算出了激光場的平均強度< i > 、強度方差_ 2 （ 0 ）和有效本徵值_ （ eff ） ，理論分析與數值模擬和實驗結果符合得很好。 -
Firstly, we estimate the variance and the mean of each cell with maximum likelihood ; secondly, we identify the important dispersion effects based on least squares analysis of the logarithm of within - replication variance ; last, we identify the important location effects based on weighted least squares analysis of the mean of each cell. a simulation study also demonstrates its superiority over some existing methods. an experiment for the robust design of thermostat is used to illustrate the method
本文對帶有右截尾數據的有重復因子試驗，提出了另一種分析位置效應和散度效應的方法：首先，在每一個試驗點，對重復試驗觀察值用極大似然法估計出均值和方差；其次，用每個試驗點方差估計值的對數作為響應變量與各因子建立回歸模型，鑒別出顯著的散度效應；之後，採用加權最小二乘法鑒別出比較顯著的位置效應。 -
Some of classical analytical methods about security market, including stock market have mean - variance analytics, apt theory, capm model, b - s options pricing model, etc. at the same time, some new modern methods emerged and joined this process with the appearance of newly rising subjects and the continuous penetration of crossed subjects, such as artificial nerves network, data envelopment analysis, etc. all of these have brought fresh view angles and great impact to security market analysis
對證券市場包括股票市場中的一些經典方法有：均值-方差分析法、 apt理論、 capm模型、 b - s期權定價模型等。與此同時，隨著新興學科的出現以及學科交叉的不斷深入，近年來涌現出一些新的現代分析方法，如人工神經網路、數據包絡分析法等，它們給證券市場的分析帶來了新的視角和巨大的沖擊。
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