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

Anne · 2023年07月12日

如何用英文简洁的表达resampled MVO是怎么做的?

如何用英文简洁的表达resampled MVO是怎么做的?

1 个答案
已采纳答案

lynn_品职助教 · 2023年07月13日

嗨,从没放弃的小努力你好:


Resampled MVO, or Resampled Mean-Variance Optimization, is a technique used in portfolio optimization.


It involves generating multiple samples from the historical returns of assets and then using these samples to estimate the expected returns and covariance matrix.


These estimates are then used to construct an efficient frontier, which represents a set of optimal portfolios with varying levels of risk.


( By resampling the data, Resampled MVO aims to account for the uncertainty in the estimates and provide a more robust portfolio allocation strategy.)这句不说也行

----------------------------------------------
就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

  • 1

    回答
  • 0

    关注
  • 330

    浏览
相关问题