目标权重

损失厌恶效用

流动性风险

组合多样性

{0.25, 0.25, 0.50}

2.889 × 10⁶

1.213 × 10⁴

−0.849

{0.25, 0.50, 0.25}

2.904 × 10⁶

8.124 × 10³

−1.613

{0.50, 0.25, 0.25}

3.039 × 10⁶

1.240 × 10⁴

−1.758