{"id":6342,"date":"2021-11-08T17:51:52","date_gmt":"2021-11-08T09:51:52","guid":{"rendered":"https:\/\/www.mpfdiy.com\/?p=6342"},"modified":"2021-11-08T17:51:52","modified_gmt":"2021-11-08T09:51:52","slug":"%e7%8d%b2%e5%88%a9%e7%9a%84%e5%9f%ba%e7%a4%8e%e7%9f%a5%e8%ad%983","status":"publish","type":"post","link":"https:\/\/www.mpfdiy.com\/2021\/11\/%e7%8d%b2%e5%88%a9%e7%9a%84%e5%9f%ba%e7%a4%8e%e7%9f%a5%e8%ad%983\/","title":{"rendered":"\u7372\u5229\u7684\u57fa\u790e\u77e5\u8b58#3"},"content":{"rendered":"
<\/p>\n
\u7576\u6211\u5011\u61c2\u5f97\u6295\u8cc7\u7269\u6240\u80fd\u7522\u751f\u7684\u73fe\u91d1\u6d41\u73fe\u503c<\/a>\uff0c\u8207\u53ca\u6295\u8cc7\u7269\u65bc\u5e02\u5834\u7684\u5b9a\u50f9<\/a>\u4e4b\u5f8c\uff0c\u4fbf\u662f\u8003\u616e\u9032\u884c\u8cc7\u7522\u914d\u7f6e<\/span><\/strong>\u53ca\u8cb7\u8ce3\u7684\u6642\u5019\u3002<\/span><\/p>\n <\/p>\n \u6295\u8cc7\u8cb7\u8ce3\u662f\u4e00\u77ac\u9593\u7684\u884c\u70ba\uff0c\u76ee\u7684\u662f\u8981\u8abf\u6574\u8cc7\u7522\u914d\u7f6e<\/span>\uff0c\u4f8b\u5982\u7528$100 \u8cb7\u516510\u80a1\uff0c\u5c31\u662f\u7531\u6301\u6709$100 \u73fe\u91d1\u7684\u8cc7\u7522\u914d\u7f6e\uff0c\u7d93\u904e\u8cb7\u516510\u80a1\uff0c\u800c\u8f49\u70ba\u6301\u670910\u80a1\u7684\u8cc7\u7522\u914d\u7f6e\u3002<\/span><\/p>\n <\/p>\n 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\u9ede\u4ee5\u4e0a\u7684\u914d\u7f6e\uff0c\u662f\u904b\u7528\u69d3\u687f\u7684\u9818\u57df\uff0c\u662f\u6703\u8755\u5149\u672c\u91d1\u4e4b\u9918\u9084\u6703\u6b20\u9322\u7684\u9818\u57df\uff0c\u521d\u54e5\u7684\u7981\u5340<\/span>\uff0c\u898b\u524d\u6587<\/a>\u3002<\/span><\/p>\n <\/p>\n \u4e00\u96bb\u6307\u6578ETF \u5f88\u5bb9\u6613\u8a08\u7b97\uff0c\u591a\u5e7e\u96bb\u751a\u81f3\u5e7e\u5343\u96bb\u7684\u9053\u7406\u90fd\u662f\u4e00\u6a23\uff0cMarkowitz \u5275\u7acb\u6b64\u7406\u8ad6\u6642\u70ba1960\u5e74\u5de6\u53f3\uff0c\u7576\u6642\u96fb\u8166\u7684\u8a08\u7b97\u80fd\u529b\u5c11\uff0c\u8981\u904b\u7528\u5f88\u591a\u6578\u5b78\u8a08\u7b97\u539f\u5247\u53bb\u7c21\u5316\u9ad8\u6b21\u5143\u7684\u7b97\u5f0f\uff0c\u4f46\u73fe\u6642\u4e00\u90e8\u624b\u6a5f\u5df2\u7d93\u53ef\u4ee5\u505a\u5230\uff0c\u66f4\u4e0d\u7528\u8aaa\u7528\u96f2\u7aef\u81ea\u52d5\u8a08\u7b97\uff0c\u50cfportfoliovisualizer<\/a> \u3002<\/span><\/p>\n <\/p>\n <\/p>\n <\/a><\/p>\n <\/p>\n <\/p>\n \u6709\u5f88\u591a\u4eba\u9032\u884c\u8cc7\u7522\u914d\u7f6e\u662f\u4e82\u4f86\u7684\uff0c\u4f8b\u5982\u5c07\u4e00\u4e9b\u6536\u606f\u80a1\u6309\u606f\u7387\u53ca\u6d3e\u606f\u6708\u4efd\u6392\u4e0b\u6b21\u5e8f\uff0c\u770b\u770b\u90a3\u5e7e\u96bb\u53ef\u4ee5\u7d44\u5408\u6210\u6708\u6708\u6d3e\u606f\uff0c\u5c31\u53eb\u81ea\u5df1\u9032\u884c\u4e86\u8cc7\u7522\u914d\u7f6e\u3002<\/span><\/p>\n <\/p>\n \u53c8\u6709\u4e00\u4e9b\u4eba\u4ee5\u70ba\u81ea\u5df1\u8e22\u7dca\u6ce2\uff0c\u57f7\u4e00\u4e9b\u7576\u7d05\u660e\u661f\u80a1\u7968\uff0c\u6b78\u985e\u70ba\u524d\u92d2\uff0c\u4e2d\u5834\uff0c\u5f8c\u885b (\u4f46\u597d\u50cf\u6c92\u6709\u9f8d\u9580\u53ca\u5f8c\u5099) \u53c8\u53eb\u8cc7\u7522\u914d\u7f6e\u3002<\/span><\/p>\n <\/p>\n \u6709\u4e9b\u66f4\u641e\u7b11\uff0c\u4ee5\u70ba\u81ea\u5df1\u6253\u6a5f\u8fd4\u53bb\u4e2d\u53e4\u6642\u4ee3\uff0c\u53c8\u4fdd\u58d8\u53c8\u8b77\u57ce\u6cb3\uff0c\u5c07\u4e00\u5927\u5806\u8ca1\u6f14\u7684\u53e3\u6c34\u5c3e\u6284\u57cb\u4e00\u789f\u7576\u4f5c\u81ea\u5df1\u7684\u5049\u5927\u767c\u660e\u3002<\/span><\/p>\n <\/p>\n \u5982\u679c\u5927\u5bb6\u8981\u8003\u616e\u8cc7\u7522\u914d\u7f6e\uff0c\u5c31\u53ea\u6709\u770b\u8cc7\u7522\u7684\u56de\u5831\u53ca\u6ce2\u5e45\uff0c\u6bcf\u6b21\u70ba\u8cc7\u7522\u914d\u7f6e\u9032\u884c\u8f49\u8b8a\uff0c\u76ee\u7684\u662f\u8981\u964d\u4f4e\u6ce2\u5e45\uff0c\u53c8\u6216\u662f\u63d0\u5347\u56de\u5831\uff0c\u6cbf\u8457effiecient frontier \u689d\u7dda\u8d70<\/span>\uff0c\u800c\u4e0d\u662f\u96c6\u90f5\u6216\u5132\u73a9\u5177\u3002<\/span><\/p>\n <\/p>\n <\/p>\n <\/a><\/p>\n <\/p>\n <\/p>\n <\/p>\n Investment Science \u7b2c15 \u7ae0\u5c31\u662f\u8b1b\u53ca\u5982\u4f55\u512a\u5316\u8cc7\u7522\u914d\u7f6e\u7684\u589e\u9577<\/strong><\/span>\u3002<\/span><\/p>\n <\/p>\n \u9996\u5148\u662f\u4e00\u96bb\u6295\u8cc7\u7269+\u73fe\u91d1\uff0cInvestment Science \u6cbf\u7528Kelly Criterion \u7684\u516c\u5f0f\u53bb\u627e\u51fa\u6700\u4f73\u7684\u914d\u7f6e\u6bd4\u7387 \u3002<\/span><\/p>\n <\/p>\n <\/p>\n <\/a><\/p>\n <\/p>\n \u63a5\u7740\u8a0e\u8ad6\u591a\u96bb\u6295\u8cc7\u7269\u7684\u505a\u6cd5\u3002<\/span><\/p>\n <\/p>\n <\/a><\/p>\n <\/p>\n <\/p>\n <\/p>\n <\/p>\n \u4ea6\u6709\u4e00\u5f35\u666e\u904d\u60c5\u6cc1\u4e0b\u8cc7\u7522\u914d\u7f6e\u7684\u5716\u8868\u3002<\/span><\/p>\n <\/p>\n <\/a><\/p>\n <\/p>\n <\/p>\n \u8a73\u7d30\u7684\u8a08\u7b97\u65b9\u5f0f\u7559\u5f85\u5927\u5bb6\u770b\u66f8\u5f8c\u767c\u6398\u3002<\/span><\/p>\n <\/p>\n <\/p>\n <\/p>\n <\/p>\n \u5c0f\u7d50<\/span><\/strong><\/span><\/p>\n <\/p>\n \u8cc7\u7522\u914d\u7f6e\u4e0d\u662f\u53bb\u9ad8\u767b\u9ec4\u91d1\u780c\u6a5f\uff0c\u554f\u8ca1\u6f14\u651e\u500blist \u5c31\u7167\u6284\uff0c\u6216\u8005\u53bb\u5514\u540c\u5c71\u982d\u3001youtube channel\u3001\u7812\u5e8a \u651e\u6652\u5572\u6392\u9663list , \u7d9c\u5408\u4e00\u4e0b\u5c31\u4fc2\u3002<\/span><\/p>\n <\/p>\n \u7531\u73fe\u91d1\u6d41\u73fe\u503c\u7b49\u65b9\u6cd5\u53bb\u8a08\u7b97\u56de\u5831<\/span>\uff0c\u518d\u770b\u770b\u5e02\u5834\u7684\u56de\u5831\u53ca\u6ce2\u5e45<\/span>\uff0c\u7136\u5f8c\u8003\u616e\u6295\u8cc7\u7269\u7684\u76f8\u4e92\u95dc\u4fc2<\/span>\u800c\u6c7a\u5b9a\u67d0\u4e00\u6642\u9593\u9ede\u65bcefficient frontier \u4e0a\u7684\u6700\u4f73\u8cc7\u7522\u914d\u7f6e<\/span>\uff0c\u662f\u7372\u5229\u7684\u57fa\u790e\u77e5\u8b58<\/span><\/strong>\u3002<\/span><\/p>\n <\/p>\n \u7576\u5b8c\u5168\u67d0\u4e00\u6642\u9593\u9ede\u7684\u914d\u7f6e\uff0c\u96a8\u6642\u9593\u6d41\u52d5\u800c\u5230\u9054\u4e0b\u4e00\u500b\u6642\u9593\u9ede\uff0c\u4fbf\u6aa2\u8996\u4e00\u4e0b\u4e4b\u524d\u7684\u8003\u616e\u53ca\u5047\u8a2d\u662f\u5426\u4ecd\u7136\u9069\u7528\uff0c\u6709\u5426\u65b0\u7684\u6295\u8cc7\u7269\u6216\u7b56\u7565\uff0c\u52a0\u4e0a\u904b\u7528TAA<\/a> \uff0c\u9019\u6a23\uff0c\u65bc\u4e0b\u4e00\u500b\u6642\u9593\u9ede\u53c8\u6703\u65b0\u7684\u914d\u7f6e\uff0c\u9019\u6642\u624d\u9032\u884c\u4e00\u77ac\u9593\u7684\u8cb7\u8ce3\uff0c\u4ee5\u6700\u5feb\u901f\u53ca\u4f4e\u6210\u672c\u4e0b\u5b8c\u6210\uff0c\u7121\u9700\u6642\u6642\u523b\u523b\u76ef\u4f4f\u50f9\u76e4\uff0c\u624d\u662f\u6295\u8cc7DIY\u3002<\/span><\/p>\n <\/p>\n <\/p>\n <\/p>\n <\/p>\n <\/p>\n <\/p>\n <\/p>\n <\/p>\n <\/p>\n","protected":false},"excerpt":{"rendered":" \u7372\u5229\u7684\u57fa\u790e\u77e5\u8b58#3 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