NO.PZ202212280100002001
问题如下:
i. Identify two advantages of the resampled efficient frontier approach relative to the traditional mean-variance efficient frontier approach.
选项:
解释:
The advantages of the resampled efficient frontier approach relative to the mean-variance efficient frontier approach are:
1. the optimal portfolios resulting from the re-sampling process are more diversified;
2. the optimal portfolio weights from the re-sampled portfolios are more stable through time.
2. the optimal portfolio weights from the re-sampled portfolios are more stable through time.这个知识点在讲义哪里?