根据马科维茨的定义，有效组合是指其单位收益的风险最小或单位风险的收益率最大。
Optimizing portfolio is that the least risk in an unit return or the most return in an unit risk on the basic definition of Markowitz.
我们发现，在我们研究的这两年内，交易员的夏普比率大幅提高。这表明他们在不断学习如何提高单位风险的盈利。
We found traders increased their Sharpe ratios significantly during the two years of the study -indicating they were learning to make more money per unit of risk.
本研究通过引入单位风险的概念，并结合有效边界上的单位风险极小点，给出了各种情况下有风险投资和无风险投资的最优组合方案。
By introducing the concept of unit risk and combining the risk minimum point on optimum investment curve, the article offers the optimum combination plan under various circumstances.
应用推荐