结果：找到“min variance”相关内容17个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfol
1 个回复 - 685 次查看 【作者(必填)】Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine 【文题(必填)】The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfo ...2021-8-29 10:11 - rawstone - 求助成功区
1 个回复 - 685 次查看 【作者(必填)】Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine 【文题(必填)】The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfo ...2021-8-29 10:11 - rawstone - 求助成功区
Accessing the China A-Shares Market via Minimum-Variance Investing
1 个回复 - 341 次查看 【作者(必填)】Alex Chen, Eddie Pong and Yang Wang 【文题(必填)】Accessing the China A-Shares Market via Minimum-Variance Investing【年份(必填)】 Journal of Portfolio Management Fall 2018, 45 (1) ...2019-7-27 19:46 - yishuiyuan2604 - 求助成功区
1 个回复 - 341 次查看 【作者(必填)】Alex Chen, Eddie Pong and Yang Wang 【文题(必填)】Accessing the China A-Shares Market via Minimum-Variance Investing【年份(必填)】 Journal of Portfolio Management Fall 2018, 45 (1) ...2019-7-27 19:46 - yishuiyuan2604 - 求助成功区
Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluct
2 个回复 - 791 次查看 【作者(必填)】Caner Canyakmaz, Fikri Karaesmen, Süleyman Özekici 【文题(必填)】Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluctuations 【年份(必填)】2017 ...2019-2-8 00:06 - dreamtree - 求助成功区
2 个回复 - 791 次查看 【作者(必填)】Caner Canyakmaz, Fikri Karaesmen, Süleyman Özekici 【文题(必填)】Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluctuations 【年份(必填)】2017 ...2019-2-8 00:06 - dreamtree - 求助成功区
求Protein–protein interaction site predictions with minimum covariance determin
1 个回复 - 464 次查看 【作者(必填)】 【文题(必填)】Protein–protein interaction site predictions with minimum covariance determinant and Mahalanobis distance 【年份(必填)】 【全文链接或数据库名称(选填)】https://www. ...2018-5-4 15:23 - xiaoshiyue - 求助成功区
1 个回复 - 464 次查看 【作者(必填)】 【文题(必填)】Protein–protein interaction site predictions with minimum covariance determinant and Mahalanobis distance 【年份(必填)】 【全文链接或数据库名称(选填)】https://www. ...2018-5-4 15:23 - xiaoshiyue - 求助成功区
Minimum Variance Portfolios in the German Stock Market
2 个回复 - 702 次查看 【作者(必填)】Jan Bastin 【文题(必填)】Minimum Variance Portfolios in the German Stock Market 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.vse.cz/pep/5992017-4-5 22:09 - runman - 求助成功区
2 个回复 - 702 次查看 【作者(必填)】Jan Bastin 【文题(必填)】Minimum Variance Portfolios in the German Stock Market 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.vse.cz/pep/5992017-4-5 22:09 - runman - 求助成功区
Risk Parity, Maximum Diversification, and Minimum Variance: An Analytic Perspect
3 个回复 - 1447 次查看 【作者(必填)】 Clarke, Roger; de Silva, Harindra; Thorley, Steven. 【文题(必填)】Risk Parity, Maximum Diversification, and Minimum Variance: An Analytic Perspective 【年份(必填)】 2013 【全文链接 ...2016-5-21 21:55 - 迷途mitu - 求助成功区
3 个回复 - 1447 次查看 【作者(必填)】 Clarke, Roger; de Silva, Harindra; Thorley, Steven. 【文题(必填)】Risk Parity, Maximum Diversification, and Minimum Variance: An Analytic Perspective 【年份(必填)】 2013 【全文链接 ...2016-5-21 21:55 - 迷途mitu - 求助成功区
Minimum-Variance Portfolios Based on Covariance Matrices Using Implied Volatilit
2 个回复 - 824 次查看 【作者(必填)】Mehdi Mostowfi and Carolin Stier 【文题(必填)】Minimum-Variance Portfolios Based on Covariance Matrices Using Implied Volatilities: Evidence from the German Market 【年份(必填)】2 ...2013-11-20 20:11 - twinkle_2012 - 求助成功区
2 个回复 - 824 次查看 【作者(必填)】Mehdi Mostowfi and Carolin Stier 【文题(必填)】Minimum-Variance Portfolios Based on Covariance Matrices Using Implied Volatilities: Evidence from the German Market 【年份(必填)】2 ...2013-11-20 20:11 - twinkle_2012 - 求助成功区
Simple Response Variance: Estimation and Determinants
1 个回复 - 695 次查看 【作者(必填)】Paul P. Biemer, Robert M. Groves, Lars E. Lyberg, Nancy A. Mathiowetz, Seymour Sudman 【文题(必填)】Simple Response Variance: Estimation and Determinants 【年份(必填)】2011 【全 ...2013-5-26 13:37 - violinangel - 求助成功区
1 个回复 - 695 次查看 【作者(必填)】Paul P. Biemer, Robert M. Groves, Lars E. Lyberg, Nancy A. Mathiowetz, Seymour Sudman 【文题(必填)】Simple Response Variance: Estimation and Determinants 【年份(必填)】2011 【全 ...2013-5-26 13:37 - violinangel - 求助成功区
The Economic Value of Minimum-Variance Hedges
2 个回复 - 934 次查看 【作者(必填)】 [*]Sergio H. Lence 【文题(必填)】The Economic Value of Minimum-Variance Hedges 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://ajae.oxfordjournals.org/content/77/2/353.s ...2013-3-24 17:15 - 迷途mitu - 求助成功区
2 个回复 - 934 次查看 【作者(必填)】 [*]Sergio H. Lence 【文题(必填)】The Economic Value of Minimum-Variance Hedges 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://ajae.oxfordjournals.org/content/77/2/353.s ...2013-3-24 17:15 - 迷途mitu - 求助成功区
Minimum-variance unbiased quadratic estimation of covariances of regionalized --
4 个回复 - 964 次查看 【作者(必填)】Peter K. Kitanidis 【文题(必填)】Minimum-variance unbiased quadratic estimation of covariances of regionalized variables 【年份(必填)】Journal of the International Association for Ma ...2013-3-16 03:22 - qoiqpwqr - 求助成功区
4 个回复 - 964 次查看 【作者(必填)】Peter K. Kitanidis 【文题(必填)】Minimum-variance unbiased quadratic estimation of covariances of regionalized variables 【年份(必填)】Journal of the International Association for Ma ...2013-3-16 03:22 - qoiqpwqr - 求助成功区
Determinant residual covariance
0 个回复 - 765 次查看 计算联立方程的时候,eviews给出来Determinant residual covariance ，这是什么指标？求助~2020-12-12 09:00 - 远程作业输入 - EViews专版
0 个回复 - 765 次查看 计算联立方程的时候,eviews给出来Determinant residual covariance ，这是什么指标？求助~2020-12-12 09:00 - 远程作业输入 - EViews专版
用excel 矩阵函数计算global minimum variance portfolio 关于portfolio theory的问题
4 个回复 - 12181 次查看 求高人指点啊！！！！ 我现在有一个COVARIANCE 的matrix ， 在EXCEL 中的位置是 E6:AL39 （ 这是个 34X34 的正方形矩阵，共有34X34个数值） 待优化的PORTFOLIO WEIGHT 在 EXCEL 的 C58:AJ 58的地方，共34个数值。 ...2011-4-30 00:26 - zhuang7 - Excel
4 个回复 - 12181 次查看 求高人指点啊！！！！ 我现在有一个COVARIANCE 的matrix ， 在EXCEL 中的位置是 E6:AL39 （ 这是个 34X34 的正方形矩阵，共有34X34个数值） 待优化的PORTFOLIO WEIGHT 在 EXCEL 的 C58:AJ 58的地方，共34个数值。 ...2011-4-30 00:26 - zhuang7 - Excel
Effectiveness of minimum variance hedging
2 个回复 - 894 次查看 【作者(必填)】Alexander, C., & Barbosa, A. 【文题(必填)】Effectiveness of minimum variance hedging 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10.3905 ...2012-4-2 10:31 - 迷途mitu - 求助成功区
2 个回复 - 894 次查看 【作者(必填)】Alexander, C., & Barbosa, A. 【文题(必填)】Effectiveness of minimum variance hedging 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs/10.3905 ...2012-4-2 10:31 - 迷途mitu - 求助成功区
Minimum Variance Portfolio Composition
1 个回复 - 1830 次查看 Minimum Variance Portfolio Composition2011-4-9 20:09 - cop207 - 微观经济学
1 个回复 - 1830 次查看 Minimum Variance Portfolio Composition2011-4-9 20:09 - cop207 - 微观经济学
请教Mean-Variance 和Minimum-Variace 的区别
0 个回复 - 1973 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
0 个回复 - 1973 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
An Empirical Examination of the Expected Value - Variance Criterion Subject...
0 个回复 - 366 次查看 2006-5-1 08:07 - 偿债能力分析226 - Forum
0 个回复 - 366 次查看 2006-5-1 08:07 - 偿债能力分析226 - Forum
Intraday Trading Invariance in the E-mini S&P 500 Futures Market
0 个回复 - 191 次查看 2005-3-16 15:15 - 风险控制管理088 - Forum
0 个回复 - 191 次查看 2005-3-16 15:15 - 风险控制管理088 - Forum
