However, the analytical solutions to the optimal portfolio problem are not obtained generally in practical market. What we can do in general is to get the approximations of this problem.
由于现实中组合最优化问题的解析解一般是无法求得的,所以通常能做的是求解问题的近似解。
However, the analytical solutions to the optimal portfolio problem are not obtained generally in practical market. What we can do in general is to get the approximations of this problem.
由于现实中组合最优化问题的解析解一般是无法求得的,所以通常能做的是求解问题的近似解。
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