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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.

a) the resampled efficient frontier approach generate results that are more stable over time than the mean-variance efficient frontier approach.

b) the resampled efficient frontier approach generate more diversified asset allocations.

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1 个答案

Lucky_品职助教 · 2025年06月17日

嗨，努力学习的PZer你好：

你的回答整体是合理的，指出resampled efficient frontier approach相对传统mean-variance efficient frontier approach的优势，a) 中 “generate results that are more stable over time” 和 b) 中 “generate more diversified asset allocations” 分别对应了答案里的稳定性和资产配置更分散的特点。

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加油吧，让我们一起遇见更好的自己！

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