标题: 请问大神这道题怎么做的？ [打印本页]

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作者: lullaby1012    时间: 2016-3-3 11:28     标题: 请问大神这道题怎么做的？

Portfolio A has a safety-first ratio of 1.3 with a threshold return of 2%. what is the shortfall risk for a threshold return of 2%?

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作者: geof90    时间: 2016-3-4 10:30

先把Safty Ratio 方程例出來, 把数代进去, 你就明白的了.

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