押题

嗨，努力学习的PZer你好：

这道题不严谨哈

第二个是BL相对于MVO的优点。

Reverse optimization的优缺点如下：

优点：relating asset's expected returns to their systematic risk，解决了expected return estiamtion inaccurately的问题，得到了全市场公认的expected return。

缺点：reverse optimization may be a starting point,but there are often have different views or forecasts regarding the expected return of asset classes。

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！