Then he computes the efficient portfolio frontier.
然后他又计算出有效资产组合边界。
The results show that optimal portfolio determined by this model is M-V efficient portfolio.
结果表明,该模型所确定的最佳证券组合为M - V有效证券组合。
Once you've got them together, then you can compute the efficient portfolio frontier without the riskless asset.
当你明确了这些参数后,就可以算出没有无风险资产情况下的,有效边界了。
Once you've got them together, then you can compute the efficient portfolio frontier without the riskless asset.
当你明确了这些参数后,就可以算出没有无风险资产情况下的,有效边界了。
应用推荐