Main Content
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
Portfolios are points from a feasible set of assets that constitute an asset universe.
Using the Portfolio object and associated functions for portfolio optimization.
Using the PortfolioCVaR object and associated functions for portfolio optimization.
Using the PortfolioMAD object and associated functions for portfolio optimization.
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
Select web siteYou can also select a web site from the following list:
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)
