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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.

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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.

(1)The esampled efficient frontier approach uses Monte Carlo simulation as a way to generate an anverage froniter curve.

(2)The asset allocation of resampled efficient frontier approach are more diversified than the mean-variance efficient frontier approach.

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