中文说明: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
English Description:
Robust optimization of portfolio selection problem in the Sharpe ratio. Markowitz mean-variance model where there are many imperfections, robust way very good optimization model can help investors better optimize portfolio