投资组合优化理论
投资组合优化问题的背景理论
有关投资组合优化理论的信息，请参阅Portfolio Optimization Theory。
对象
Portfolio | 创建 Portfolio 对象以进行均值-方差投资组合优化和分析 |
PortfolioCVaR | Creates PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis |
PortfolioMAD | Create PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis |
主题
- 投资组合优化理论
投资组合是构成资产池的资产可行集中的点。
- Portfolio Object
Using the Portfolio object and associated functions for portfolio optimization.
- PortfolioCVaR Object
Using the PortfolioCVaR object and associated functions for portfolio optimization.
- PortfolioMAD Object
Using the PortfolioMAD object and associated functions for portfolio optimization.
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