研究发现,在不同约束条件和不同时间区间下,最优资产配置不尽相同,但其收益-风险特征均优于市场组合。
It found out that the results were quite different in different constraints and different time intervals, but their riskreturn features were all superior to the general market portfolios.
研究发现,在不同约束条件和不同时间区间下,最优资产配置不尽相同,但其收益-风险特征均优于市场组合。
It found out that the results were quite different in different constraints and different time intervals, but their riskreturn features were all superior to the general market portfolios.
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