In a forecast view,the estimated betas used by a single-index model which is based on total returns is completely proxy for that used by a single-index model which is based on excess returns and is based on theoretical foun.
由于我国无风险利率的方差与市场收益的方差变动比较起来非常小,短期无风险利率的实际变动对贝塔估计值影响很小,因此,从"预测"的角度看,用总收益形式的单指数模型估计贝塔值可以完全替代具有理论基础的超额收益形式的单指数模型估计的贝塔。
Firstly, we establish the single-index model and get analytical expressions of the optimal portfolios .
本文基于开放式基金的特征，用单指数模型和极大极小模型分析了单阶段开放式基金的投资组合最优化选择问题。
Routing algorithm based on single index model in ICMN;
ICMN中基于单指数模型的路由算法
This paper measures the income and risk of portfolio by using the single index model.
本文根据养老保险基金的性质和投资运营的基本原则,利用单指数模型衡量投资组合的收益和风险,建立了养老保险基金投资的目标规划模型。
Research on the Application of the Mean-variance Model with the Single-index Model
均值-方差模型与单指数模型的应用
Penalized Splines Estimation for Generalized Partially Linear Single-Index Models
广义部分线性单指数模型的惩罚样条估计
The Open Fund s Optimal Portfolio under the Single-Index Model and the Minimax Model;
单指数模型及极大极小模型下开放式基金的投资组合
Subsequently, Sharpe raised the Single Index Model and Capital Asset Pricing Model, Ross founded the Multifactor Model.
随后夏普建立了资本资产定价模型和单指数模型,罗斯等人建立了套利定价多因素模型。
Estimating the Monotonic Link Function in Single-Index Models
估计单指标模型的单调联系函数(英文)
Expirical Likelihood Inference for the Parameters in Varying-coefficient Single-index Model
变系数单指标模型中参数的经验似然
b. Single-Index and Multifactor Models
b. 单一指数与多因子模型
Estimation on Brown single parameter index smooth economic prediction model
布朗单一参数指数平滑经济预测模型的估计
Research on the Application of Single Exponential Portfolio Model Based on Entropy;
基于熵的单一指数投资组合模型的应用研究
Using Brown s model of Linear Exponential Smoothing to Forecast the number of Junior Middle School teachers in Zhangbei County;
用Brown单一参数线性指数平滑模型预测张北县初中专业教师数量
The New One-sided Financial Index Tracking Model Based on Lower Partial Moment Risk measures and the t-distribution;
基于下半矩风险度量与t分布的单向金融指数跟踪模型
Research on Singular and Plural Information and Maximum Entropy Model for Personal Noun Phrases
人称名词短语单复数信息和最大熵模型的指代消解
Application of differential evolution to optimize exponential curve model of ultimate bearing capacity of single pile
差异演化算法用于单桩承载力指数曲线模型优化
A/D,D/A Interface of Single Board Microcomputer andIts Application
单板微型机的模/数、数/模接口及其应用
exponentially weighted moving average model
指数加权移动平均数模型
Dual exponential map parameterization of maintenance Agent model
维修Agent模型的双指数映射参数化方法
Construction of a New Measurement Model for Customer Satisfaction Index;
新型顾客满意度指数测评模型的构建
Threshold Selection in Tail Index Estimation Based on Exponential Regression Model;
基于指数回归模型的极值指数估计的门限选择
