• 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。

    耶鲁公开课 - 金融市场课程节选

  • He estimates, for his purposes, and he shows you calculations of the efficient portfolio frontier.

    他用自己的角度估算了参数,他还给出了计算有效边界的方法。

    耶鲁公开课 - 金融市场课程节选

  • Jeremy Siegel, in his book, which is assigned for this course, is really emphasizing this capital asset pricing model, emphasizing the kind of efficient portfolio frontier calculations that I've done.

    杰里米·西格尔的著作,是本课的指定书目,书中着重讲述了资本资产定价模型,以及有效边界等的计算方法,这部分我已经讲完了。

    耶鲁公开课 - 金融市场课程节选

  • Tangent means that it has the same slope, it just touches the efficient portfolio frontier for risky assets at one point, and the slope of the efficient portfolio frontier, including the riskless asset, is a straight line that goes through the tangency point, here.

    相切意味着斜率相同,它与包含风险资产的有效边界,交与一点,而包含无风险资产的,有效边界,则是一条过切点的直线,切点在这里。

    耶鲁公开课 - 金融市场课程节选

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