Suppose you could find 10,000 independent assets, then you could drive the uncertainty about the portfolio practically to 0.
假设你能找到一万项相互独立的资产,那么你就可以将这个投资组合的风险,降到几乎为零。
So in the textbook, you'll sometimes see the term a strategy profile or a strategy vector, or a strategy list.
你会看到有的课本中称它为,策略组合,策略向量或者策略列表
What they do is they're pricing a portfolio up here and they keep substituting in new ones.
他们的工作是为一个投资组合定价,不停的用新股票进行替代
I'm transferring this to the portfolio management problem and you can see it's the same idea.
如果将保险转化为投资组合管理的问题,你会发现原理是一样的。
We sometimes call this "a strategy profile."
我们称它为一个策略组合
应用推荐