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Spencer · 2017年07月04日

NO.PZ2015121801000071?难道Efficient Frontier=Markowitz Efficient?

问题如下图:

    

选项:

A.

B.

C.

解释:



1 个答案

源_品职助教 · 2017年07月05日


Spencer · 2017年07月11日

老师,可能我英语水平不好,题目不是问portfolio below the global minimum-variance portfolio? 是不是应该指红色虚线部分?

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