开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

IanZQ · 2023年07月20日

2. the optimal portfolio weights from the re-sampled portfolios

* 问题详情,请 查看题干

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?

1 个答案

lynn_品职助教 · 2023年07月21日

嗨,从没放弃的小努力你好:



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?


其实是对input没有那么敏感的另一种说法。

----------------------------------------------
努力的时光都是限量版,加油!

  • 1

    回答
  • 0

    关注
  • 257

    浏览
相关问题