基于二部图的P2P网络借贷投资组合决策方法
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丁勇,程璐,蒋翠清
Choosing Portfolios Based on Bipartite Graph of P2P Lending Networks
Yong Ding,Lu Cheng,Cuiqing Jiang
表6
不同
K
值下夏普比率比较
K
5
10
20
30
40
50
PNBI
9.929
8.726
6.253
5.576
4.738
4.092
UCF
9.125
8.247
7.125
5.236
4.978
3.968
ICF
7.719
4.125
3.283
3.015
2.863
1.238