Minimum variance and efficient set 40Including arisk-free asset, i.e. include an asset with zerovariance and zero covariance to all other asst
Single-period random cash flows: Mean-variance portfolio theory
Minimum variance and efficient set 40Including arisk-free asset, i.e. include an asset with zerovariance and zero covariance to all other asst
Single-period random cash flows: Mean-variance portfolio theory