然而，目前国内外有关协方差矩阵正定性的研究结果并不多，并且大多是集中在连续型样本协方差矩阵方面。

However, there have been few outcomes about the positive definitiveness of covariance matrix, most of which have been restricted to the Covariance-matrix of continuous sample.

youdao

当协方差矩阵非正定时，要么存在套利机会，要么存在有效子集（即有多余的证券存在）。

We concluded that the covariance matrix is nonpositive definite, there is either arbitrage opportunity or efficient subset.

youdao

当协方差矩阵非正定时，要么存在套利机会，要么存在有效子集（即有多余的证券存在）。

We concluded that the covariance matrix is nonpositive definite, there is either arbitrage opportunity or efficient subset.

youdao