Then he computes the efficient portfolio frontier.
然后他又计算出有效资产组合边界。
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。
That's what we have to know to compute the efficient portfolio frontier with three assets.
这些都是计算三种资产的有效边界,所需要用到的。
So that's the expected return and efficient portfolio frontier problem.
这就是预期收益,和有效边界问题。
That means that you want to pick, ultimately, a point on this — this line is tangent to the efficient portfolio frontier with all the other assets in it.
那意味着你会最终会在这上面选一个点-,这条直线是与有效边界相切的,后者包含了所有的资产组合。
Introducing prices of securities, this paper classifies general securities sets by portfolio frontier and then a direct proof for a determinant theorem about Efficient Subset is obained.
本文通过引入证券价格,讨论一般证券集组合前沿的分类,并据此直接证明判定某个证券子集是全集的有效子集的一个充要条件。
Optimal portfolio of efficient frontier controls and adjusts default risk of loan portfolio effectively.
通过有效边界上的最优组合有效地控制和调整贷款组合的违约风险。
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。
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