标题: right or wrong [打印本页] 作者: joehogue 时间: 2011-7-13 16:18 标题: right or wrong
if an asset offers risk free return for the time horizon, and threshold level RL is less than or equal to the risk free return , then it is safety first optimal to be fully invested in the risk free asset作者: oneboy 时间: 2011-7-13 16:18
wrong, you could invest in a portfolio that allowed higher appreciation assuming there was only a 0 to minimal chance of not meeting the return via SF.作者: infinitybenzo 时间: 2011-7-13 16:18
