搜索结果: 1-1 共查到“理学 efficient frontier”相关记录1条 . 查询时间(0.065 秒)
Robust efficient frontier analysis with a separable uncertainty model
The mean - variance model effective portfolio construction model parameters return on assets uncertainty analysis and numerical examples
2015/8/10
Mean-variance (MV) analysis is often sensitive to model mis-specification or uncertainty, meaning that the MV efficient portfolios constructed with an estimate of the model parameters (i.e., the expec...