An algorithm based on inverse matrix for mean variance portfolio selection model is proposed. 介绍均值方差(MV)资产组合选择模型的一种以逆矩阵为基础的算法。
The research about futures hedging model has experienced three stages of development-traditional hedging, linear regression, Linear mean variance. 期货套期保值模型的研究经历了传统全额套期保值、线性回归、线性均值-方差三个发展阶段。
The mean variance, capital rated and capital interest arbitrage are also devised. 并设计了均值方差(MV)模型,资本资产定价模型和资本资产套利模型。
Finally, the influential factors of calculating space mean variance are analyzed combined with a static cone penetration data. 并结合工程实例,分析了空间平均方差计算的影响因素。
This paper discussed the importance of the role of skewness in the pricing of stocks based on the mean variance model of Markowitz, and educed a multi objective portfolio selection model synchronously taking into account the mean, variance and skewness. 在Markowitz的均值方差(MV)模型的基础上,讨论了股票价格中偏度的重要性,并由此引出了一个同时考虑均值、方差和偏度的多目标投资组合选择模型。