• It shows the standard deviation of the return on the portfolio as a function of the expected return on the portfolio.

    它是投资组合的收益标准差,关于预期收益率的函数图像。

    耶鲁公开课 - 金融市场课程节选

  • 7% 77% is class average and the standard deviation was 17% so you can see where things lie. 50% is a pass.

    7是平均水平,标准偏差是%,这就是事情所在,50%就及格。

    麻省理工公开课 - 固态化学导论课程节选

  • And then I could also do a Gaussian one here, with the mean of and the standard deviation of volatility divided by 2.

    然后我在这里再写一个高斯分布的函数,它的浮动值的平均值和,标准偏差值都除了2。

    麻省理工公开课 - 计算机科学及编程导论课程节选

  • To calculate the expected utility of your wealth, you might also have to look at the expected return, or the geometric expected return, or the standard deviation.

    要计算你财富的期望效用,你也许还要研究预期收益曲线,或几何预期收益率,或是标准差

    耶鲁公开课 - 金融市场课程节选

  • Because the square root of 10,000 is 100, whatever the standard deviation of the portfolio is, you would divide it by 100 and it would become really small.

    因为一万的平方根是一百,无论这个投资组合的标准差是多大,当除以100后就都变得很小很小了。

    耶鲁公开课 - 金融市场课程节选

  • The standard deviation is the square root of the variance.

    标准差是方差的平方根

    耶鲁公开课 - 金融市场课程节选

  • You want to, for any given expected return, you want to minimize the standard deviation, so it's the left-most line and that means that everyone will be holding the same portfolio.

    你希望,在期望收益固定的情况下,你肯定希望将标准差最小化,而这条线是最左边的线,这就意味着所有人,都愿意持有这样的投资组合。

    耶鲁公开课 - 金融市场课程节选

  • So that's .16/100; so the standard deviation is .04.

    那就是0.16/100,所以标准差等于0.04

    耶鲁公开课 - 金融市场课程节选

  • Then, once we did that we could plug that into the formula that I gave you last time and get the standard deviation of the portfolio and the expected return on the portfolio.

    再将估算出的数值代入到,上节课给你们的公式中,就能得到资产投资组合的标准差,和该投资组合的预期收益率

    耶鲁公开课 - 金融市场课程节选

  • What is the standard deviation?

    标准差是多少

    耶鲁公开课 - 金融市场课程节选

  • So, the optimal thing to do if you live in a world like this n is to get n as large possible and you can reduce the standard deviation of the portfolio very much and there's no cost in terms of expected return.

    如果现实中也这样简单的话,那么你就尽量增大,这样就能让投资组合的标准差,就会大大降低,从预期收益率的角度来看,这样做的成本是零。

    耶鲁公开课 - 金融市场课程节选

  • That's got the lowest possible standard deviation of expected return and that's 25% stocks and 75% bonds with this sample period.

    这个组合预期回报的标准差最小,在这一点上,投资组合,由25%的股票和75%的债券构成。

    耶鲁公开课 - 金融市场课程节选

  • Let's suppose that all of them are the same-- they all have the same standard deviation.

    我们假设这些资产的收益率标准差-,均相等。

    耶鲁公开课 - 金融市场课程节选

  • It could be normal, everything, that would be a Gaussian, where if you recall there was a mean, and a standard deviation, and most values were going to be close to the mean.

    可能是正态分布,也就是高斯分布,只要有平均值和标准偏差值,你就可以进行调用,大部分的值都是集中在平均值附近的。

    麻省理工公开课 - 计算机科学及编程导论课程节选

  • You could always find a portfolio that had a higher expected return for the same standard deviation.

    你总是可以找到一个投资组合,具有较高的预期回报,而标准差不变。

    耶鲁公开课 - 金融市场课程节选

  • Number of policies doesn't affect the means but it affects that standard deviation, so it becomes very collapsed and this is the basic core idea of insurance.

    保单的数量并不影响其均值,但是会影响其标准差,所以这条曲线非常陡峭,而这就是保险的核心原理

    耶鲁公开课 - 金融市场课程节选

  • You can't come up with a number to describe the twenty-five standard deviation event; it's just too large a number, I think, for any of us to really comprehend.

    你根本无法想出一个数字,来描述这个偏离25倍标准差的事件,对我们普通人来说,这是个难以想象的天文数字

    耶鲁公开课 - 金融市场课程节选

  • What we want to do now is compute the mean and variance of the portfolio-- or the mean and standard deviation, since standard deviation is the square root of the variance-- for different combinations of the portfolios.

    我们现在要做的是,计算这个投资组合的均值和方差-,或者均值和标准差,因为标准差的平方就等于方差-,这对任何投资组合都是一样的。

    耶鲁公开课 - 金融市场课程节选

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