{"id":1498,"date":"2022-09-28T08:49:09","date_gmt":"2022-09-28T00:49:09","guid":{"rendered":"http:\/\/120.78.71.73:5500\/?p=1498"},"modified":"2022-09-28T10:08:35","modified_gmt":"2022-09-28T02:08:35","slug":"%e4%b8%8b%e9%99%90%e9%a3%8e%e9%99%a9","status":"publish","type":"post","link":"http:\/\/120.78.71.73:5500\/index.php\/2022\/09\/28\/%e4%b8%8b%e9%99%90%e9%a3%8e%e9%99%a9\/","title":{"rendered":"\u4e0b\u9650\u98ce\u9669"},"content":{"rendered":"\n<h2 class=\"wp-block-heading\" id=\"1\">\u4e0b\u9650\u98ce\u9669\u6982\u8ff0<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u3000\u3000\u9a6c\u79d1\u7ef4\u8328(1952)\u63d0\u51fa\u4e86\u5bf9\u6295\u8d44\u7ec4\u5408\u6536\u76ca\u548c\u98ce\u9669\u7684\u8861\u91cf\u6807\u51c6\uff0c\u5176\u4e2d\u5c06\u6807\u51c6\u5dee\u89c6\u4e3a\u7ec4\u5408\u7684\u603b\u98ce\u9669\uff0c\u63cf\u8ff0\u7ec4\u5408\u6536\u76ca\u7387\u9ad8\u4e8e\u6216\u4f4e\u4e8e\u5e73\u5747\u6536\u76ca\u7387\u7684\u6ce2\u52a8\u5e45\u5ea6\u3002\u4f46\u5728\u5b9e\u9645\u7684\u6295\u8d44\u4e2d\uff0c\u6295\u8d44\u8005\u5f80\u5f80\u4f1a\u5bf9\u6536\u76ca\u548c\u98ce\u9669\u6709\u4e00\u4e2a\u6743\u8861\uff0c\u4e0e\u6536\u76ca\u7387\u9ad8\u4e8e\u57fa\u51c6\u90e8\u5206\u6240\u5e26\u6765\u7684\u6536\u76ca\u56de\u62a5\u76f8\u5173\uff0c\u6295\u8d44\u8005\u53ef\u80fd\u66f4\u5173\u5fc3\u4f4e\u4e8e\u57fa\u51c6\u90e8\u5206\u7684\u6536\u76ca\u4e0b\u8dcc\u98ce\u9669\uff0c\u5373\u6240\u8c13\u4e0b\u9650\u98ce\u9669(Downside Risk)\u3002\u9a6c\u79d1\u7ef4\u8328(1959)\u540e\u6765\u4e5f\u610f\u8bc6\u5230\u7528\u4e0b\u9650\u98ce\u9669\u8861\u91cf\u7ec4\u5408\u98ce\u9669\u6bd4\u7528\u6807\u51c6\u5dee\u66f4\u4e3a\u8d34\u5207\uff0c\u56e0\u4e3a\u5f53\u7ec4\u5408\u7684\u6536\u76ca\u7387\u6ee1\u8db3\u6b63\u6001\u5206\u5e03\u65f6\uff0c\u53ea\u6709\u7528\u4e0b\u9650\u98ce\u9669\u6765\u8861\u91cf\u6295\u8d44\u7ec4\u5408\u98ce\u9669\uff0c\u624d\u80fd\u5e2e\u52a9\u6295\u8d44\u548c\u51fa\u6b63\u786e\u7684\u51b3\u7b56\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3000\u3000\u5728\u57fa\u91d1\u6295\u8d44\u4e2d\uff0c\u4e0b\u9650\u98ce\u9669\u662f\u6307\u57fa\u91d1\u51c0\u503c\u589e\u957f\u7387\u7684\u4e0b\u65b9\u6807\u51c6\u5dee(Down\u2014side Standard Deviation)\uff0c\u6d4b\u91cf\u7684\u662f\u57fa\u91d1\u7684\u51c0\u503c\u589e\u957f\u7387\u4e0e\u76ee\u6807\u56de\u62a5\u7387\u6216\u8005\u671f\u671b\u56de\u62a5\u7387\u53cd\u5411\u7684\u504f\u5dee\u7a0b\u5ea6\u3002&nbsp;<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"3\">\u4e0b\u9650\u98ce\u9669\u7684\u8ba1\u7b97\u516c\u5f0f<\/h2>\n\n\n\n<figure class=\"wp-block-image\"><img decoding=\"async\" src=\"http:\/\/www.jinrongbaike.com\/uploads\/201703\/1490026834gdgyxrlQ.png\" alt=\"DR_i = E(min{R_i - \\overline{R_i},0})^2      = \\frac{1}{n-1} \\sum_{t=1}^n (min{R_{it} - \\overline{R_i},0})^2\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u3000\u3000\u5176\u4e2d<em>DR<\/em><sub><em>i<\/em><\/sub>\u8868\u793a\u7b2ci\u53ea\u57fa\u91d1\u7684\u4e0b\u9650\u98ce\u9669\uff1b<img decoding=\"async\" src=\"http:\/\/www.jinrongbaike.com\/uploads\/201703\/1490026834cQUlvMs2.png\" alt=\"min{R_{it} - \\overline{R_i},0}\">\u8868\u793a\u5176\u4e2d\u4e00\u53ea\u4f4e\u4e8e\u5e73\u5747\u503c\u7684\u57fa\u91d1\u51c0\u503c\u589e\u957f\u7387\uff1bn\u4e3a\u6837\u672c\u6570\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3000\u3000\u4e00\u822c\u6765\u8bf4\uff0c\u4e0b\u9650\u98ce\u9669\u8d8a\u5927\uff0c\u8bf4\u660e\u57fa\u91d1\u7ec4\u5408\u56de\u62a5\u5411\u4e0b\u6216\u5411\u574f\u4e00\u9762\u7684\u98ce\u9669\u8d8a\u5927\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4e0b\u9650\u98ce\u9669\u6982\u8ff0 \u3000\u3000\u9a6c\u79d1\u7ef4\u8328(1952)\u63d0\u51fa\u4e86\u5bf9\u6295\u8d44\u7ec4\u5408\u6536\u76ca\u548c\u98ce\u9669\u7684\u8861\u91cf\u6807\u51c6\uff0c\u5176\u4e2d\u5c06\u6807\u51c6\u5dee\u89c6\u4e3a\u7ec4\u5408\u7684\u603b\u98ce\u9669\uff0c\u63cf\u8ff0 &hellip;<\/p>\n<p class=\"read-more\"> <a class=\"\" href=\"http:\/\/120.78.71.73:5500\/index.php\/2022\/09\/28\/%e4%b8%8b%e9%99%90%e9%a3%8e%e9%99%a9\/\"> <span class=\"screen-reader-text\">\u4e0b\u9650\u98ce\u9669<\/span> \u67e5\u770b\u5168\u6587 &raquo;<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"default","ast-global-header-display":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","footnotes":""},"categories":[1],"tags":[],"class_list":["post-1498","post","type-post","status-publish","format-standard","hentry","category-1"],"_links":{"self":[{"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/posts\/1498","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/comments?post=1498"}],"version-history":[{"count":1,"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/posts\/1498\/revisions"}],"predecessor-version":[{"id":1499,"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/posts\/1498\/revisions\/1499"}],"wp:attachment":[{"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/media?parent=1498"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/categories?post=1498"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/120.78.71.73:5500\/index.php\/wp-json\/wp\/v2\/tags?post=1498"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}