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

sion · 2025年02月23日

如何理解?a为什么不对

* 问题详情,请 查看题干

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。。。。。。。。。

0 个答案
  • 0

    回答
  • 0

    关注
  • 2

    浏览
相关问题