• It seems like a logical extension of that formula to three assets and you can easily see how to extend it to four or more assets, it's just the logical extension of that.

    这样就将前个公式推导为三个资产的情况,显而易见,你们可以将其运用到四个乃至更多资产的情况下,这只是对原始公式一个推导罢了。

    耶鲁公开课 - 金融市场课程节选

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