Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
The expected squared deviation of a random variable from its mean; or, the average squared deviation of data about their mean.
0
votes
0
answers
76
views
Semivariance: Are these two formulas equivalent?
Mean Semivariance optimization defines semivariance, variance only below the benchmark/required rate of return, as:
$$\frac 1 T \sum_{t=1}^T [\min(R_{it}-B,0)]^2$$
where $B$ is the benchmark rate, $R_i …