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应用马克维茨均值方差模型在处理时间一致与不一致问题时要如何处理？：Markowitzs
1 个回复 - 817 次查看应用马克维茨均值方差模型在处理时间一致与不一致问题时要如何处理？：Markowitzs Mean-Variance 我在写毕业论文时，所用到的参考资料，前沿研究论文资料 1.马克维茨均值方差模型在处理时闻不一致：Markowitzs me ...2020-11-11 17:22 - Fu-pear - 现金交易版

Mean Variance Portfolio Optimization均值方差投资组合模型案例（数据和MATLAB代码）
42 个回复 - 26638 次查看 Mean Variance Portfolio Optimization均值方差投资组合模型案例（数据和MATLAB代码）代码都有详细解释，可以快速熟悉并使用Mean Variance Portfolio Optimization均值方差投资组合模型2017-6-7 09:07 - 匿名 - 现金交易版

Estimation of the nonparametric mean and covariance functions for multivariate l
1 个回复 - 623 次查看【作者(必填)】X Tengteng, R Zhang 【文题(必填)】Estimation of the nonparametric mean and covariance functions for multivariate l 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://www.t ...2022-8-15 10:04 - liu2008shu - 求助成功区

Functional PCA With Covariate-Dependent Mean and Covariance Structure
1 个回复 - 477 次查看【作者(必填)】F Ding, S He, DE Jones, JZ Huang 【文题(必填)】Functional PCA With Covariate-Dependent Mean and Covariance Structure 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://www ...2022-8-13 09:46 - liu2008shu - 求助成功区

用中位数估计均值和方差Estimating the mean and variance from the median
0 个回复 - 542 次查看用中位数估计均值和方差Estimating the mean and variance from the median 用中位数估计均值和方差Estimating the mean and variance from the median 用中位数估计均值和方差Estimating the mean and va ...2022-1-31 10:50 - Lotus_ss - 现金交易版

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
3 个回复 - 1049 次查看【作者(必填)】Gary Chamberlain and Michael Rothschild 【文题(必填)】Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets 【年份(必填)】1983 【全文链接或数据库名称(选 ...2014-4-7 16:22 - 我来了 - 求助成功区

Dotted Representations of Mean-Variance Efficient Frontiers
4 个回复 - 475 次查看【作者(必填)】Yue Qi, Markus Hirschberger & Ralph E. Steuer 【文题(必填)】Dotted Representations of Mean-Variance Efficient Frontiers and their Computation 【年份(必填)】2009 【全文链接或数据 ...2018-11-22 15:42 - sailing3200 - 求助成功区

Skewed Normal Variance-Mean Models for Asset Pricing and the Method of Moments
1 个回复 - 716 次查看【作者(必填)】 23 【文题(必填)】 Skewed Normal Variance-Mean Models for Asset Pricing and the Method of Moments【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/2547269 ...2019-1-30 00:33 - internet.hzx - 求助成功区

Using generalized method of moments to test mean-variance eﬃciency
1 个回复 - 505 次查看【作者(必填)】 A. Craig MacKinlay and Matthew P. Richardson 【文题(必填)】 Using Generalized Method of Moments to Test Mean-Variance Efficiency【年份(必填)】 The Journal of Finance Vol. 46, No. 2 ...2019-1-10 12:35 - leosong - 求助成功区

Mean-variance portfolio methods for energy policy risk management
2 个回复 - 662 次查看 Mean-variance portfolio methods for energy policy risk management 34页2018-11-30 14:29 - zlghs - 金融学（理论版）

求[springer]A simultaneous testing of the mean vector and the covariance matrix
1 个回复 - 551 次查看【作者(必填)】Masashi Hyodo; Takahiro Nishiyama 【文题(必填)】A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data 【年份(必填)】2017 ...2018-1-21 20:40 - gymao - 求助成功区

GARCH模型中加入虚拟变量在Mean Equation 和variance区别
0 个回复 - 792 次查看想问一下一个事件发生对股票收益率的影响，现在加入虚拟变量，不知道应该加入mean equation 中还是 Variance 中，不清楚这两个的区别。求大佬帮帮忙啊2021-5-15 11:17 - 欢乐小太阳一号 - EViews专版

【学习笔记】BPT理论 BPT-SA和BPT-MA背景下画有效前沿曲线和mean-variance 有 ...
0 个回复 - 698 次查看 BPT理论 BPT-SA和BPT-MA背景下画有效前沿曲线和mean-variance 有效前沿进行对比。2020-3-28 01:18 - 三径香风 - Forum

【学习笔记】Mean-Variance Analysis 均值方差分析
2 个回复 - 1813 次查看 Mean-Variance Analysis 均值方差分析2019-11-15 22:18 - bingdianyidu - Forum

histogram作图——sample mean和variance
0 个回复 - 1472 次查看 A Simulate thousand samples of size 1 (5, 10, 100, 1000) normally distributed variables with mean zero and variance of 4. Calculate the respective sample averages. Make a histogram of the sample avera ...2019-10-11 00:32 - dddyyylll - Stata专版

Bruno de Finetti and Mean-Variance Portfolio Selection
0 个回复 - 577 次查看【作者(必填)】 Mark Rubinstein 【文题(必填)】 Bruno de Finetti and Mean-Variance Portfolio Selection【年份(必填)】 Volume 4, Number 3, Third Quarter 2006 【全文链接或数据库名称(选填)】https://www ...2019-1-12 03:37 - leosong - 文献求助专区

Yu J, Yuan Y. Investor sentiment and the mean-variance relation[J]. 2005.
3 个回复 - 976 次查看【作者(必填)】Yu J, Yuan Y. 【文题(必填)】 Investor sentiment and the mean-variance relation 【年份(必填)】2005 【全文链接或数据库名称(选填)】http://citeseerx.ist.psu.edu/viewdoc/summary?doi=1 ...2017-10-12 21:44 - 黛笠好好学习A＋ - 求助成功区

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION
3 个回复 - 826 次查看【作者(必填)】Tomas Björk, Agatha Murgoci, Xun Yu Zhou 【文题(必填)】MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 【年份(必填)】2012 【全文链接或数据库名称(选 ...2017-5-7 19:35 - MemMao - 求助成功区

Uncertain exit time multi-period mean–variance portfolio selection with endogen
1 个回复 - 544 次查看【作者(必填)】Yao Haixiang 【文题(必填)】Uncertain exit time multi-period mean–variance portfolio selection with endogen 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.sciencedi ...2017-5-6 12:47 - wead456789 - 求助成功区

Characterization of efficient frontier for mean–variance model with a drawdown
2 个回复 - 693 次查看【作者(必填)】Yao Haixiang 【文题(必填)】Characterization of efficient frontier for mean–variance model with a drawdown constraint[J] 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://ww ...2017-5-6 12:34 - wead456789 - 求助成功区

Characterization of efficient frontier for mean-variance model with a drawdown c
1 个回复 - 613 次查看【作者(必填)】马庆华【文题】 Characterization of efficient frontier for mean-variance model with a drawdown constraint 【年份(必填)】 Appl. Math. Comput 2013 【全文链接或数据库名称(选填) ...2017-5-6 12:07 - 小乐v - 求助成功区

Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio
1 个回复 - 605 次查看【作者(必填)】Mei Choi Chiu， Chi Seng Pun， Hoi Ying Wong 【文题(必填)】 Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy 【年份(必填)】 ...2017-4-4 11:10 - 一品小猪 - 求助成功区

Persistent Interest Portfolios: Marrying Web Search Data with Mean–Variance The
3 个回复 - 772 次查看【作者(必填)】Daniel Nadler and Anatoly B. Schmidt 【文题(必填)】Persistent Interest Portfolios: Marrying Web Search Data with Mean–Variance Theory 【年份(必填)】Fall 2016, Vol. 25, No. 3: pp. 13 ...2016-10-26 21:39 - lopemann - 求助成功区

Portfolio performance evaluation in a mean–variance–skewness framework T Joro,
1 个回复 - 703 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Portfolio performance evaluation in a mean–variance–skewness frameworkT Joro, P Na - European Journal of Operation ...2016-8-19 14:48 - 马甲甲 - 求助成功区

Neural network-based mean–variance–skewness model for portfolio selection L Yu
1 个回复 - 520 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Neural network-based mean–variance–skewness model for portfolio selectionL Yu, S Wang, KK Lai - Computers & Operat ...2016-8-19 14:44 - 马甲甲 - 求助成功区

Mean-variance-skewness portfolio performance gauging: a general shortage functio
1 个回复 - 717 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Mean-variance-skewness portfolio performance gauging: a general shortage function and dual approachW Briec, K Kerste ...2016-8-19 14:14 - 马甲甲 - 求助成功区

What is the Opportunity Cost of Mean-Variance Investment Strategies?
4 个回复 - 979 次查看【作者(必填)】 Yusif Simaan 【文题(必填)】 Management Science 【年份(必填)】 May 1993 vol. 39 no. 5 【全文链接或数据库名称(选填)】 http://mansci.journal.informs.org/content/39/5/578.abstra ...2012-12-15 10:54 - scxz - 求助成功区

Mean–variance approximations to expected utility
3 个回复 - 935 次查看【作者(必填)】Harry Markowitz 【文题(必填)】Mean–variance approximations to expected utility 【年份(必填)】2014 【全文链接或数据库名称(选填)】2016-3-13 15:50 - sailing3200 - 求助成功区

Mean-downside-risk and mean-variance newsvendor models
3 个回复 - 809 次查看【作者(必填)】Tsan-Ming Choi 【文题(必填)】Mean-downside-risk and mean-variance newsvendor models 【年份(必填)】2012 【全文链接或数据库名称(选填)】2016-3-13 15:33 - sailing3200 - 求助成功区

Mean-variance trade-offs in supply contracts
2 个回复 - 640 次查看【作者(必填)】Victor Martínez-de-Albéniz 【文题(必填)】Mean-variance trade-offs in supply contracts 【年份(必填)】2006 【全文链接或数据库名称(选填)】2016-3-13 15:24 - sailing3200 - 求助成功区

Mean-Variance Tradeoffs in an Undiscounted MDP
1 个回复 - 1034 次查看【作者(必填)】Matthew J. Sobel 【文题(必填)】Mean-Variance Tradeoffs in an Undiscounted MDP 【年份(必填)】1994 【全文链接或数据库名称(选填)】2016-3-13 15:41 - sailing3200 - 求助成功区

A decision support system for mean–variance analysis in multi-period inventory
3 个回复 - 586 次查看【作者(必填)】Preetam Basu, Suresh K. Nair 【文题(必填)】A decision support system for mean–variance analysis in multi-period inventory control 【年份(必填)】2014 【全文链接或数据库名称(选填 ...2016-3-11 10:43 - sailing3200 - 求助成功区

Mean–variance analysis of the newsvendor model with stockout cost
3 个回复 - 871 次查看【作者(必填)】Jun Wu 【文题(必填)】Mean–variance analysis of the newsvendor model with stockout cost 【年份(必填)】2009 【全文链接或数据库名称(选填)】2016-3-2 22:13 - sailing3200 - 求助成功区

Inference for mean change-point in infinite variance process
1 个回复 - 499 次查看 Inference for mean change-point in infinite variance process2015-12-12 16:45 - lucky187 - 求助成功区

Variance ratio tests for a unit root in the presence of a mean shift
3 个回复 - 559 次查看 Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity2015-10-13 09:38 - lucky187 - 求助成功区

Variance Formulas for the Mean Difference and Coefficient of Concentration
1 个回复 - 685 次查看【作者(必填)】 Gerald J. Glassera 【文题(必填)】 Variance Formulas for the Mean Difference and Coefficient of Concentration【年份(必填)】 1962 【全文链接或数据库名称(选填)】http://www.tandfonline ...2015-10-9 09:16 - internet.hzx - 文献求助专区

Simultaneous Specification Test for the Mean and Variance Structures for
2 个回复 - 634 次查看【作者(必填)】Chen, S.X. and J. Gao 【文题(必填)】Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series regression 【年份(必填)】2011 【全文链接或数据 ...2015-9-19 16:50 - 我来了 - 求助成功区

A new magnitude possibilistic mean value and variance of fuzzy numbers
1 个回复 - 1724 次查看【作者(必填)】Gong, Yanbing，Hu, Na，Liu, Gaofeng 【文题(必填)】A new magnitude possibilistic mean value and variance of fuzzy numbers 【年份(必填)】2015 【全文链接或数据库名称(选填)】http:// ...2015-8-16 21:11 - lanfeng0924 - 求助成功区

mean regression and variance regression
1 个回复 - 1188 次查看不知道题目名字准不准确，在文献中看到一个作物产量的理论模型y=f(x)+h(x), 这个模型分两部分f(.)h(.)进行估计，其中E(y)=f(x), Var(y)=h^2(x)，我想知道对这两个部分分别进行估计的时候，各自的因变量该怎么得 ...2015-8-1 10:42 - voldmort71 - EViews专版

求问关于Mean Variance 和Efficient Frontier 的问题
2 个回复 - 9173 次查看最近在学习Mean-Variance optimazation，有一个问题不明白。问题最后化到，求的是得到的只是一组权重。那么Efficient Frontier 是一条曲线，曲线表示的是风险和回报的组合，这个边界是怎么算出来的呢？为什么 ...2015-6-27 00:17 - hsbcy891129 - 金融学（理论版）

求问： mean-variance optimazation 和 efficient frontier 的关系？
5 个回复 - 5871 次查看最近在学习Mean-Variance optimazation，有一个问题不明白。问题最后化到，求的是[/backcolor] 得到的只是一组权重，即 optimal portfolio。 [/backcolor] [/backcolor] Efficient Frontier 是一条曲线，曲 ...2015-6-27 08:19 - hsbcy891129 - 金融工程（数量金融）与金融衍生品

怎么重新设定Mean-Variance 的优化目标？
1 个回复 - 1027 次查看一般算EF 的时候求解目标是这样。我在MATLAB 里面就用 financial tool box 中的estimateFrontier 这条命令完成了。现在要算是不是不能再用 estimateFrontier 这个了？要自己重新编程么？具体用那些函数 ...2015-6-24 17:16 - hsbcy891129 - MATLAB等数学软件专版

[求助]MEAN VARIANCE MODEL
3 个回复 - 8003 次查看均值方差模型里面提到了FIRST MUTUAL FUND THEOREM和SECOND MUTUAL FUND THEOREM想问他们的具体内容是什么区别和联系，还有那个更general和哪个更realistic谢谢2009-3-14 07:05 - lailaien - 金融学（理论版）

A REVISED GEOMETRY OF MEAN-VARIANCE EFFICIENT PORTFOLIOS
1 个回复 - 742 次查看【作者(必填)】 [*]Hans G. Ehrbar 【文题(必填)】A REVISED GEOMETRY OF MEAN-VARIANCE EFFICIENT PORTFOLIOS 【年份(必填)】 1993 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/1 ...2015-4-28 20:55 - wenyu - 求助成功区

Mean-variance efficiency when investors are not required to nvest all their mone
1 个回复 - 764 次查看【作者(必填)】 Hans Ehrbar 【文题(必填)】Mean-variance efficiency when investors are not required to invest all their money 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://www.sciencedir ...2015-4-28 17:59 - wenyu - 求助成功区

Classical mean-variance model revisited: pseudo efficiency
1 个回复 - 706 次查看【作者(必填)】 [*]Xiangyu Cui, [*]Li Duan [*]& Jiaan Yan 【文题(必填)】Classical mean-variance model revisited: pseudo efficiency 【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://www. ...2015-4-28 17:29 - wenyu - 求助成功区

matlab最优资产组合怎么做robust mean variance
0 个回复 - 1351 次查看不会写啊·~心塞，老师上课没教，只教了classical的，有人知道代码吗？求贴代码！！！！！！！！！！！！2015-4-24 23:15 - lenaicc - 爱问频道

Common breaks in means and variances for panel data
3 个回复 - 861 次查看【作者(必填)】Jushan Bai 【文题(必填)】Common breaks in means and variances for panel data 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S030 ...2015-4-21 09:45 - dandan0407 - 求助成功区

A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS
1 个回复 - 1330 次查看【作者(必填)】Carlos Velasco andXuexin Wang 【文题(必填)】A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS 【年份(必填)】2015 【全文链接或数据库名称(选填)】Journa ...2014-12-30 09:04 - 我来了 - 求助成功区

Mean–variance approximations to expected utility
1 个回复 - 955 次查看【作者(必填)】Harry Markowitz 【文题(必填)】Mean–variance approximations to expected utility 【年份(必填)】2014 【全文链接或数据库名称(选填)】European Journal of Operational Research Volume ...2014-11-26 08:49 - elephann - 求助成功区

Supply chain risk analysis with mean-variance models: a technical review
1 个回复 - 808 次查看【作者(必填)】Chun-Hung Chiu, Tsan-Ming Choi 【文题(必填)】Supply chain risk analysis with mean-variance models: a technical review 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://l ...2014-11-1 11:21 - dz1 - 求助成功区

文献求助：Comparing Paired Data: A Simultaneous Test for Means and Variances
1 个回复 - 742 次查看 http://www.tandfonline.com/doi/abs/10.1080/00031305.1989.10475665#.U1u1WfmSyPI Bradley, E. L. and Blackwood, L. G. (1989). Comparing Paired Data: A Simultaneous Test for Means and Variances.The Ameri ...2014-4-26 21:34 - sunshine880607 - 悬赏大厅

the mean variance criterion
4 个回复 - 3134 次查看为什么新组合的方差是Var(X) + 2 Cov(X, Y)) 而不是Var(X) +Var(Y)+ 2 Cov(X, Y)呢？2013-1-6 17:51 - 裤裤 - CFA、CVA、FRM等金融考证论坛

Means and Variances of Conditional Distributions
1 个回复 - 923 次查看 Sorry for writing in English. But I'm in my office and cannot download Chinese input software (sogou) onto my computer. I'm reading some papers on analytical accounting and cannot work out on my own ...2013-7-25 12:55 - dhatura - 学术道德监督

Making Mean-Variance Hedging Implementable in a Partially Observable Market
4 个回复 - 883 次查看【作者(必填)】Masaaki Fujii, Akihiko Takahashi 【文题(必填)】Making Mean-Variance Hedging Implementable in a Partially Observable Market 【年份(必填)】2012 【全文链接或数据库名称(选填)】2013-7-4 22:03 - ssylzz - 求助成功区

Making Mean-Variance Hedging Implementable in a Partially Observable Market
1 个回复 - 757 次查看【作者(必填)】Masaaki Fujii, Akihiko Takahashi. 【文题(必填)】Making Mean-Variance Hedging Implementable in a Partially Observable Market 【年份(必填)】2013 【全文链接或数据库名称(选填)】2013-7-4 21:57 - ssylzz - 求助成功区

The Sample Mean, Covariances, and Spectral Density
1 个回复 - 712 次查看【作者(必填)】T. W. Anderson 【文题(必填)】The Sample Mean, Covariances, and Spectral Density 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/97811 ...2013-6-22 16:04 - violinangel - 求助成功区

Joint mean-covariance models with applications to-
2 个回复 - 828 次查看【作者(必填)】Pourahmadi, M 【文题(必填)】Joint mean-covariance models with applications to longitudinal data: unconstrained parameterization. 【年份(必填)】1999 【全文链接或数据库名称(选填)】 ...2013-6-18 23:25 - djheahnu - 求助成功区

Fear sentiments and gold price: testing causality in-mean and in-variance
2 个回复 - 972 次查看【作者(必填)】Mahmod Qadana & Joseph Yagilb* 【文题(必填)】Fear sentiments and gold price: testing causality in-mean and in-variance 【年份(必填)】2013 【全文链接或数据库名称(选填)】http ...2013-6-16 21:33 - 杨万弟 - 求助成功区

Joint mean covariance models with application to logitudinal data...
1 个回复 - 653 次查看【作者(必填)】M Pourahmadi 【文题(必填)】Joint mean covariance models with application to logitudinal data : unconstrained parameterisation 【年份(必填)】1999 【全文链接或数据库名称(选填)】ht ...2013-5-31 17:01 - djheahnu - 求助成功区

求助:Multi-Period Mean-Variance Analysis: Toward A General Theory of Portfolio C
1 个回复 - 804 次查看【作者(必填)】NH Hakansson 【文题(必填)】Multi-Period Mean-Variance Analysis: Toward A General Theory of Portfolio Choice 【年份(必填)】1971 【全文链接或数据库名称(选填)】JSTOR2013-5-30 12:07 - ljf2007 - 求助成功区

求助一篇外文献 Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
2 个回复 - 820 次查看【作者(必填)】1.Fabio Maccheroni, 2.Massimo Marinacci, 3.Doriana Ruffino 【文题(必填)】Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis 【年份(必填)】2013 【全文链接或数据库名称(选 ...2013-5-28 00:08 - ljufang - 求助成功区

A Mean/Variance Analysis of Tracking Error
1 个回复 - 1034 次查看【作者(必填)】 Richard Roll 【文题(必填)】 A Mean/Variance Analysis of Tracking Error【年份(必填)】 THE JOURNAL OF PORTFOLIO MANAGEMENT Summer 1992 【全文链接或数据库名称(选填)】2013-4-18 22:04 - freiburgskirt - 求助成功区

Mean–variance analysis of a single supplier and retailer supply chain under a
1 个回复 - 1571 次查看【作者(必填)】Tsan-Ming Choia, , , Duan Lib, Houmin Yanb 【文题(必填)】Mean–variance analysis of a single supplier and retailer supply chain under a returns policy 【年份(必填)】 2008 【全文 ...2013-3-8 22:47 - zccltt - 求助成功区

Mean-downside-risk and mean-variance newsvendor models: Implications for susta
2 个回复 - 1100 次查看【作者(必填)】Tsan-Ming Choia, Chun-Hung Chiu 【文题(必填)】Mean-downside-risk and mean-variance newsvendor models: Implications for sustainable fashion retailing 【年份(必填)】 2012 【全文链接 ...2013-3-8 22:31 - zccltt - 求助成功区

[求助]mean percentage of variance
1 个回复 - 3906 次查看在做common method bias时要求提供“The mean percentage of variance in the construct items(after Fisher’s z-transformation)”。请问有大虾知道这是什么东东不。拜托告知一下，这个到底应该怎么算，能在SPSS中 ...2007-10-21 16:58 - halffei - SPSS论坛

derivation of the mean variance criterion
4 个回复 - 1436 次查看麻烦大侠给解释一下handbook中关于 the mean variance criterion的推导谢谢！2012-12-14 18:48 - 裤裤 - CFA、CVA、FRM等金融考证论坛

derivation of the mean variance criterion
0 个回复 - 1234 次查看麻烦大侠给解释一下handbook中关于 the mean variance criterion的推导谢谢！2012-12-14 18:49 - 裤裤 - Forum

论文on modeling mean-covariance structures in longitude studies
0 个回复 - 698 次查看 2012-12-1 16:51 - yuanAmicky - 计量经济学与统计软件

Bayesian inference and prediction for mean and variance shifts in autoregressive
1 个回复 - 941 次查看【作者(必填)】McCulloch RE, Tsay RS. 【文题(必填)】Bayesian inference and prediction for mean and variance shifts in autoregressive time series 【年份(必填)】1993, Journal of the American Stati ...2011-12-22 16:48 - 我来了 - 求助成功区

院士严加安：New formulations of Markowitz’s mean-variance portfolio selection
0 个回复 - 1454 次查看西南财大光华讲坛—社会名流论坛第 3000期主讲人：中国科学院院士严加安标题：New formulations of Markowitz’s mean-variance portfolio selection 主持人：统计学院院长史代敏教授时间：2011-11-14（星 ...2011-11-13 19:34 - swufeliuyi2010 - 学术资源/课程/会议/讲座

Channel coordination in supply chains with agents having mean-variance objectiv
2 个回复 - 1330 次查看 Channel coordination in supply chains with agents having mean-variance objectives TM Choi, D Li, H Yan… - Omega, 2008 - Elsevier 谢谢了2011-11-11 10:49 - 金融坦然 - 求助成功区

Mean-variance analysis of a single supplier and retailer supply chain under a r
2 个回复 - 1087 次查看 Mean-variance analysis of a single supplier and retailer supply chain under a returns policy TM Choi, D Li… - European Journal of Operational Research, 2008 - Elsevier 谢谢了2011-11-11 10:47 - 金融坦然 - 求助成功区

arbitrae factor structure ,and mean-variance analysis on large asset markets
0 个回复 - 3278 次查看 2004-10-31 15:02 - gangzhili - 金融学（理论版）

Mean Squares, F Tests, and Estimates of Variance
1 个回复 - 776 次查看【作者(必填)】David C. Hoaglin, Frederick Mosteller, John W. Tukey 【文题(必填)】Mean Squares, F Tests, and Estimates of Variance 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://onlin ...2013-5-27 12:44 - violinangel - 求助成功区

求Mean-Variance Analysis in Portfolio Choice and Capital Markets
10 个回复 - 4604 次查看作者: Harry M. Markowitz / G. Peter Todd / William F. Sharpe ISBN: 9781883249755 页数: 399 出版社: Wiley 装帧: Hardcover 出版年: 2000 英文原版2009-10-16 11:03 - renxuef - 求助成功区

Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
0 个回复 - 1622 次查看 Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints2010-1-7 23:28 - zengyan1984 - 论文版

Investor Sentiment and the Mean-Variance Relation
0 个回复 - 1702 次查看 Investor Sentiment and the Mean-Variance Relation2009-12-19 21:42 - fushengbin - 论文版

[求助]什麼軟體可以算lower semi-skewness, lower semi-variance, lower mean, upper semi-vari
1 个回复 - 2537 次查看如標題....2008-4-14 23:54 - cherry68601219 - 计量经济学与统计软件

请教Mean-Variance 和Minimum-Variace 的区别
0 个回复 - 1967 次查看 <p>不是很搞得清楚资产组合中Mean-Variance 和Minimum-Variance 两种方法的区别。</p><p>Mean-Variance指的是马科维茨的资产组合理论吗？计算它的return是不是  <font face="Times New Roma ...2008-6-20 16:56 - janelee19 - 微观经济学

Three-Dimensional Efficient Portfolio Frontier: Mean, Variance, and Farm Si...
0 个回复 - 244 次查看 2005-11-2 13:37 - 学年论文802 - Forum

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