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