关于寻找最小方差集的研究

On Seeking Minimum Variance Sets

本文讨论了寻求最小方差集的意义,指出了这种寻找的一般方法,同时给出了一个具有三项投资的组合的例子,最后就相关问题进行了讨论。

This peper points out the practicality of seeking minimum variance sets, and offers a general method to seek MVS. Moreover, some relevent problems are discussed here by providing an example of building portfolios from three available investments.