mean-variance criterion中文什么意思

• 均方差判据

• mean:    adj. 中间的；中庸的；平均的；中等的；中项的。 th ...
• variance:    n. 1.变化，变动，变更；变度，变量；【统计】(平)方 ...
• criterion:    n. (pl. -ria) (评判等的)标准，准则。
• variance criterion:    方差标准; 方差准则
• mean of variance:    方差平均

例句与用法

1. 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，评价了有关市场风险度量的一些主要理论和方法，如markowitz的均值?方差准则和风险分散原则、 capm模型和风险的市场因素模型、单因素模型、多因素模型、 downside - risk 、期权定价理论和现代基于损失计量风险的var等风险度量理论，并讨论了各种风险度量方法的具体适用条件及相应的缺陷。

其他语言

mean-variance criterion meaning：[Finance] The selection of portfolios based on the means and variances of their returns. The choice of the higher expected return portfolio for a given level of variance or the lower variance portfoli...