We concluded that the covariance matrix is nonpositive definite, there is either arbitrage opportunity or efficient subset.
当协方差矩阵非正定时，要么存在套利机会，要么存在有效子集（即有多余的证券存在）。
We concluded that the covariance matrix is nonpositive definite, there is either arbitrage opportunity or efficient subset.
当协方差矩阵非正定时，要么存在套利机会，要么存在有效子集（即有多余的证券存在）。
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