So, the optimal thing to do if you live in a world like this n is to get n as large possible and you can reduce the standard deviation of the portfolio very much and there's no cost in terms of expected return.
如果现实中也这样简单的话,那么你就尽量增大,这样就能让投资组合的标准差,就会大大降低,从预期收益率的角度来看,这样做的成本是零。
In this simple world, n or whatever you could.
在这个简单的假设中,取100或者1000,you'd,want,to,make,n,100,or,1,000,任意数值都可以。
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