NO.PZ202312260100001401
问题如下:
Which modified allocation technique would best meet Nichols’ requirements?
选项:
A.Reverse optimization
B.The Black-Litterman model
C.Resampled mean–variance optimization
解释:
Resampled mean–variance optimization combines Markowitz’s mean–variance optimization framework with Monte Carlo simulation and, all else equal, leads to more-diversified asset allocations. In contrast to reverse optimization, the BlackLitterman model, and constraints, resampled mean–variance optimization is an attempt to build a better optimizer that recognizes that forward-looking inputs are inherently subject to error.
同上。。。。。。。。。