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LLP210 · 2025年06月24日

老师,这道题这样回答是否可以?

* 问题详情,请 查看题干

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.

1.solving the problem of highly sensitive to input by average efficient frontier to increase the efficiency.

2.more diversified portfolio.

1 个答案

Lucky_品职助教 · 2025年06月24日

嗨,从没放弃的小努力你好:


你回答中的第一点表述存在语法错误,“average efficient frontier” 说法不当,并且未明确体现出对参数敏感性问题的解决,以及权重稳定性这一关键优势。

这道题的答题要点主要有三个,分别是:参数敏感性,风险分散化,以及权重稳定性。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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