11、有效前沿(有效集(Efficient set),效率前沿模型(The Efficient Frontier), 有效边界(efficient frontier) ):收益相同风险最小或风险相同收益最大的组合,所
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The efficient frontier moves downward (upward) if consumption increase (decrease).
消费的增加(减少)会引起有效前沿向下(上)平移。
The paper, first of all, studies the discrete Single-period TSF Model, and the efficient frontier and the optimal solution are given by evidence.
本文首先通过实证研究给出了单期离散的TSF模型的有效边界和最优解。
Then the diversification benefit would be visualized by comparing the efficient frontier and domestic stock index 's risk-return point on the return-variance plane.
通过比较该有效组合边界与国内股票指数在回报-方差平面上所处的位置,可以判断股票投资组合国际化的效应。
.. 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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