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Wheel · 2022年05月29日

题目中的这句话没看懂

NO.PZ2015121801000071

问题如下:

The set of portfolios on the minimum-variance frontier that dominates all sets of portfolios below the global minimum-variance portfolio is the:

选项:

A.

capital allocation line.

B.

Markowitz efficient frontier.

C.

set of optimal risky portfolios.

解释:

B  is correct.

The Markowitz efficient frontier has higher rates of return for a given level of risk. With respect to the minimum-variance portfolio, the Markowitz efficient frontier is the set of portfolios above the global minimum-variance portfolio that dominates the portfolios below the global minimum-variance portfolio.

这句话“dominates all sets of portfolios below the global minimum-variance portfolio”没看懂

1 个答案

Kiko_品职助教 · 2022年05月30日

嗨,努力学习的PZer你好:


dominate是优于、胜过的意思。意思是那些优于 glob minimum variance portfolio 下方所有的组合。

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