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
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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