相关性投资

其五，环境相关性，即投资策略的选择和投资估价的结果与环境不确定的层次是密切相关的。

Fiftly , the choice of investment strategy and the result of investment valuation is relativity of levels of uncertainty environment .

针对两个互补型企业构成的企业联盟，同时考虑企业相关性和鼓励投资的激励措施，提出一种投资决策模型；

In point of EA ( enterprises alliance ) consisted of two mutually complementary enterprises a kind of effective investment decision making model is proposed , which simultaneously considers enterprises ' relativity and investment incentive measure .

针对动态联盟或虚拟企业中两个互补型合作企业，提出了一种模糊投资决策模型，该模型同时考虑了企业的相关性和鼓励投资的激励措施；

A kind of effective fuzzy investment decision making model for mutually complementary enterprises in a DA ( dynamic alliance ) or VE ( virtual enterprises ) is submitted , which computes total gross profits and coefficients of profits and simultaneously considers enterprises ' relativity and investment incentive measure .

若假定市场数据服从正态分布，我们可以得到与马可维茨投资组合理论类似的结论，即线性相关性越小，投资组合的风险（VaR值）就越小。

If market data has Gaussian distribution , we can prove the smaller linear correlation is , the smaller VaR , of portfolio is .

因此，会给GIC等集团造成伤害的，不仅有资产相关性问题，还有投资风格的延续。

Thus what hurt groups such as the GIC was not just the issue of asset correlation , but a contagion of investor style as well .

结果表明基于Copula理论的时序模型可以灵活有效的度量风险间相关性，为金融投资、风险分析等应用领域提供良好的参考方法和策略。

The results show that based on the theory of Copula time series model can be flexible and effective to measure the risk correlation , for the financial investment , risk analysis and applications to provide good reference method and strategy .

摘要相关性分析在股票投资、监侧、预则中起着非常重要的作用。

Correlation analysis plays an important role in stock investment , detection and prediction .

在开放经济条件下，国际产业转移与产业结构的相关性使外商直接投资成为影响一国国内产业结构变动的重要力量。

In today 's open economy , the interactive relevance of international industrial transfer and industrial structure makes FDI ( Foreign Direct Investment ) a vital factor influencing on the shift of national industrial structure .