无条件均值和无条件方差是金融里面的数学概念
无条件均值是相对条件均值而言的,是指在满足所有条件下的变量均值
无条件方差同理
In other words, it is conceivable
to assume that there are nonpriced risk factors whose returns exhibit a
low unconditional mean but high unconditional variance.
换言之,可以假设某些无价风险因素的返回值证明存在低无条件均值和高无条件方差