variance n. 1.變化,變動,變更;變度,變量;【統(tǒng)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。 at variance with 和…不和;和…不符 (at variance with the facts 不符事實。His conduct is at variance with his words. 他言行不符)。 set at variance 使不睦,離間。
Furthermore , we give a new method of grouping according to the thought of aic , and name it as variance criterion 受到aic準則想法的啟發(fā),隨后給出一個新的分組方法,定義為絕對方差準則。
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。