Efficient Frontier Portfolio 效率前缘组合
Then he computes the efficient portfolio frontier.
然后他又计算出有效资产组合边界。
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'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。
.. I computed the efficient portfolio frontier for various-- it's the efficient portfolio frontier using the formula I just gave you.
我计算了来自不同组合有效边界-,这一条有效投资组合边界,就是用刚刚给出的公式算出来的。
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。
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