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IanZQ · 2023年07月20日

2. the optimal portfolio weights from the re-sampled portfolios

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NO.PZ202212280100002001

问题如下:

i. Identify two advantages of the resampled efficient frontier approach relative to the traditional mean-variance efficient frontier approach.

选项:

解释:

The advantages of the resampled efficient frontier approach relative to the mean-variance efficient frontier approach are:

1. the optimal portfolios resulting from the re-sampling process are more diversified;

2. the optimal portfolio weights from the re-sampled portfolios are more stable through time.

2. the optimal portfolio weights from the re-sampled portfolios are more stable through time.这个知识点在讲义哪里?

1 个答案

lynn_品职助教 · 2023年07月21日

嗨,从没放弃的小努力你好:



2. the optimal portfolio weights from the re-sampled portfolios are more stable through time.这个知识点在讲义哪里?


其实是对input没有那么敏感的另一种说法。

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努力的时光都是限量版,加油!

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