A General Risk-adjusted performance method is introduced, it considers investors utility function and can explanation former fund performance indexes.
论文最后提出了一种广义风险绩效指标,它将投资者的效用函数引入基金评估中,并可以涵盖以前学者们所提出的指标。
In order to realize general-utility, target-function and restraint-conditions have to input by user, how to interpret them in software was a bottleneck.
为了实现通用性,目标函数和约束条件都必须由用户输入,如何解析用户在界面上输入的信息成为这一问题的瓶颈。
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