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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
PortfolioCVaRCreates PortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis
PortfolioMADCreate PortfolioMAD object for mean-absolute deviation portfolio optimization and analysis

主题

Portfolio Optimization Theory

Portfolios are points from a feasible set of assets that constitute an asset universe.

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.