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鲁棒夏普比率

于 2022-03-03 发布 文件大小:31.29 kB
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代码说明:

投资组合问题中鲁棒优化的夏普比率计算。马科维兹的均值方差模型有许多不完善的地方,鲁棒的方法很好的优化了次模型,能让投资者更好地优化投资组合

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