nerve-sparing 发表于 2025-3-30 08:43:48
asket. A core issue of portfolio selection is the trade-off between profit and risk. To tackle this issue, Harry M. Markowitz (1952) developed a mean-variance analysis, which was the first quantitative treatment of portfolio selection under uncertainty. This approach was further developed by James Texhilaration 发表于 2025-3-30 15:04:12
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http://reply.papertrans.cn/59/5867/586660/586660_53.pngGlutinous 发表于 2025-3-30 22:31:33
Catherine Berryin rule, which gives the derivative of a composite of two di?erentiable functions. The chain rule, when written in an inde?nite integral form, yields the method of substitution. In advanced calculus, the Riemann–Stieltjes integral is de?ned through the same procedure of “partition-evaluation-summati有罪 发表于 2025-3-31 01:43:58
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