Reading 17 Asset Allocation
Resampled efficient frontier
2X速 09:27
better diversified than traditional MVO
Reading 17 Asset Allocation
Black-Litterman (BL) model
2x速 14:08
CONSTRAINED BL STRENGTHS
more stable SAA and better diversification
解释为什么更好的分散化时
都是一笔带过，说更稳定就更分散化
教材上也没写原因 直接就better diversified
能否解释下吗