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ladycoco想放假 · 2017年11月09日

问一道题:NO.PZ2017092702000085 [ CFA I ]

这个multivariate distribution 好像老师上课没讲?是什么意思?
问题如下图:
选项:
A.
B.
C.
解释:
1 个答案

源_品职助教 · 2017年11月09日

就是联合概率分布,由原先一个变量X增加为X,YZ等多个变量。因为组合里不仅仅包含一个资产,所以会涉及多个变量,因此需要引入联合概率分布

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