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关注：1
2013-05-23 12:21
求翻译：if we change the covariance matrix to the identity matrix and let all assets be shorted except the second, then at a return of 3 all assets will be held positively是什么意思？ 待解决
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if we change the covariance matrix to the identity matrix and let all assets be shorted except the second, then at a return of 3 all assets will be held positively
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