mean-variance criterion造句
例句與造句
- 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,評價了有關(guān)市場風(fēng)險度量的一些主要理論和方法,如markowitz的均值?方差準則和風(fēng)險分散原則、 capm模型和風(fēng)險的市場因素模型、單因素模型、多因素模型、 downside - risk 、期權(quán)定價理論和現(xiàn)代基于損失計量風(fēng)險的var等風(fēng)險度量理論,并討論了各種風(fēng)險度量方法的具體適用條件及相應(yīng)的缺陷。 - It's difficult to find mean-variance criterion in a sentence. 用mean-variance criterion造句挺難的