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Modeling spatial extremes using normal mean-variance mixtures
1 个回复 - 131 次查看【作者(必填)】 34534 【文题(必填)】 Modeling spatial extremes using normal mean-variance mixtures【年份(必填)】 34535 【全文链接或数据库名称(选填)】https://www.usualwant.com/article/10.1007/s1068 ...2024-1-4 10:39 - internet.hzx - 求助成功区

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 - 26699 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

文献求助Xu M，Mao T.Optimal Capital Allocation Based on the Tail Mean –Varianc
4 个回复 - 679 次查看哪个好心人有这篇文献啊Xu M，Mao T.Optimal Capital Allocation Based on the Tail Mean –Variance Model [J].Insurance Mathematics & Economics，2013，53(3):533-543.2022-11-5 19:20 - 姜丰磊 - 求助成功区

求sciencedirect文献一篇Asymptotic distributions of the sample mean, autocovarian
2 个回复 - 735 次查看【作者(必填)】Hosking 【文题(必填)】Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series 【年份(必填)】1996 【全文链接或数据库名称(选填 ...2016-7-11 17:53 - mgymgy - 求助成功区

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
3 个回复 - 1051 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 - 482 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

Using generalized method of moments to test mean-variance eﬃciency
1 个回复 - 509 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 - 696 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）

Yu J, Yuan Y. Investor sentiment and the mean-variance relation[J]. 2005.
3 个回复 - 984 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 - 832 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

mean(var)计算的平均值有误，求解
5 个回复 - 2574 次查看如图所示，对bias变量分组求平均值，为什么得出的结果特别大。 bys stkcd year:egen mean=mean( bias )2019-1-30 23:44 - 安脱达2 - Stata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 - 699 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 - 1820 次查看 Mean-Variance Analysis 均值方差分析2019-11-15 22:18 - bingdianyidu - Forum

mean(var)计算的平均值有误，求解 [推广有奖]
7 个回复 - 1593 次查看如图所示，对bias变量分组求平均值，按理说平均值应该很小才对，为什么得出的结果特别大。公式用的是是bys stkcd year:egen mean=mean( bias )，哪里出错误了吗？2019-1-30 23:53 - 安脱达2 - Stata专版

Bruno de Finetti and Mean-Variance Portfolio Selection
0 个回复 - 584 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

Uncertain exit time multi-period mean–variance portfolio selection with endogen
1 个回复 - 549 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 - 698 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 - 618 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 - 610 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 - 775 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 - 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)】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 - 525 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 - 720 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 - 986 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 - 943 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 - 811 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 - 649 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 - 1040 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 - 595 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 - 877 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

求问关于Mean Variance 和Efficient Frontier 的问题
2 个回复 - 9205 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 - 5892 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 - 1030 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 - 8009 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 - 747 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 - 769 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 - 712 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 - 1354 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

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 - 811 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

Mean-VAR Model with Stochastic Volatility
1 个回复 - 1134 次查看【作者(必填)】Hanen Ould Ali, Faouzi Jilani 【文题(必填)】Mean-VAR Model with Stochastic Volatility 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/arti ...2014-7-15 22:15 - lipj - 求助成功区

the mean variance criterion
4 个回复 - 3143 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

Making Mean-Variance Hedging Implementable in a Partially Observable Market
4 个回复 - 894 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 - 759 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 - 714 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 - 835 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

Mean–CVaR portfolio selection: A nonparametric estimation framework 1 篇
1 个回复 - 1535 次查看【作者(必填)】 Haixiang Yaoa, , Zhongfei Lib, c, , , Yongzeng Laid, 【文题(必填)】 Mean–CVaR portfolio selection: A nonparametric estimation framework【年份(必填)】 2013 【全文链接或数据库名称( ...2013-6-18 23:01 - qijiongli - 求助成功区

Joint mean covariance models with application to logitudinal data...
1 个回复 - 658 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 - 809 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 - 825 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 - 1037 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

Joint optimal ordering and weather hedging decisions: mean-CVaR model
2 个回复 - 1223 次查看【作者(必填)】Fei Gao, Frank Y. Chen, Xiuli Chao 【文题(必填)】Joint optimal ordering and weather hedging decisions: mean-CVaR model 【年份(必填)】 2011 【全文链接或数据库名称(选 ...2013-3-20 08:48 - zccltt - 求助成功区

Mean–variance analysis of a single supplier and retailer supply chain under a
1 个回复 - 1577 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 - 1103 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

derivation of the mean variance criterion
4 个回复 - 1442 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 - 1238 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 - 703 次查看 2012-12-1 16:51 - yuanAmicky - 计量经济学与统计软件

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

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求Mean-Variance Analysis in Portfolio Choice and Capital Markets
10 个回复 - 4621 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

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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

Three-Dimensional Efficient Portfolio Frontier: Mean, Variance, and Farm Si...
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