Mean Variance

Views Updated: Dec 15, 2025

Abbreviation

Pronunciation

/min ˈvɛriəns/

An algorithm based on inverse matrix for mean variance portfolio selection model is proposed.
The research about futures hedging model has experienced three stages of development-traditional hedging, linear regression, Linear mean variance.
The mean variance, capital rated and capital interest arbitrage are also devised.
Finally, the influential factors of calculating space mean variance are analyzed combined with a static cone penetration data.
This paper discussed the importance of the role of skewness in the pricing of stocks based on the mean variance model of Markowitz, and educed a multi objective portfolio selection model synchronously taking into account the mean, variance and skewness.

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