Since 1952 the markowitz ’ s mean - variance portfolio theory inception , sur - rounding this issue which how to measure risks , it has generated a lot of risk mea - surement methods and bring a lot of portfolio models , such as mean - semivariancemethods , mean - downside risk methods , mean - absolute deviation methods , mean - absolute semideviation methods , mean - absolute downside risk , and soon . 1999 , duarte proposed a portfolio optimization uniform model that unifiedthe six methodologies mentioned above 自从1952年markowitz的均值-方差投资组合理论问世以来,围绕着如何对风险进行度量这一问题先后产生了许多的风险度量方法,带来了很多的投资组合模型,如均值-半方差法、均值-下滑风险方法、均值-绝对离差方法、均值-绝对半离差方法、均值-绝对下滑风险方法等等。
Abstract : in the way of adjustment with the first and second order term of expanded nonlinear function in consideration and the way of nonlinear adjustment in the fields of nonlinear to do the same adjustment , by comparison of its ' results , stressed on the necessity of constructing theory of adjustment & data processing in the space of nonliear functions 文摘:用顾及一阶泰勒项的线性平差方法，顾及二阶泰勒项的线性平差方法及非线性函数空间的平差方法对同一平差问题进行研究，在比较其平差效果的基础上论述了建立非线性函数空间测量平差与数据处理理论的必要性。
