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[其他] unconditional mean是个什么东东? [推广有奖]

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楼主
nksfliu 发表于 2012-9-13 23:14:22 |AI写论文
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貌似没在数学中接触到这个概念,直译是“无条件均值”,里面还有“无条件方差”,但不知道具体所指。
下面包括前面的一段话,是在讲资本资产定价模型之后。
希望那位帮忙解释一下标红部分的话。
谢谢!


But from the practitioners’ point of view, this simply indicates
that there exist other priced factors in addition to the market beta.
Still, risk models should encompass more.
Specifically, some factors may
not be priced or rewarded unconditionally through time, but they do differentiate
cross-sectional security returns. 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.

最佳答案

见路不走 查看完整内容

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
关键词:conditional condition dition mean unco addition factors through market should

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见路不走 发表于2楼  查看完整内容

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

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沙发
见路不走 在职认证  发表于 2012-9-13 23:14:23
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

藤椅
蓝瑟belongs 学生认证  发表于 2015-3-14 13:09:48
unconditional mean 既是“无条件均值”的意思
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.
译:换句话说,假定无价风险因素的返回值呈现出低无条件均值和高无条件方差是可以想象的。

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