按照资产组合理论,有效资产组合是使风险相同但预期收益率最高的资产组合。
然后他又计算出有效资产组合边界。
那是计算有效资产组合所得到的最终结果。
That is the final aspect of the efficient portfolio calculations.
在这张图表中,我计算了有效边界-,蓝色线表示三种资产的组合。
What I did in this diagram is I computed the efficient portfolio frontier-- now it's the blue line with three assets.
What I did in this diagram is I computed the efficient portfolio frontier-- now it's the blue line with three assets.
在这张图表中,我计算了有效边界-,蓝色线表示三种资产的组合。
What I have up there on the diagram are calculations I made for the efficient portfolio frontier with three assets.
上面的图形是我已经算好的,三种资产的有效投资组合边界。
In fact, I have it--suppose we have three assets and we want to compute the efficient portfolio frontier, the mean and variance of the portfolio.
事实上,假如我们拥有三种资产,我们想计算有效边界,及投资组合的均值和方差。
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