Showing 1 - 4 of 4
We provide simple methods of constructing known results. At the core of our methods is the identification of a simple concise basis that spans the Capital Market Line (CML). We show that a portfolio whose risky assets weights are the product of the inverse variance-covariance matrix of...
Persistent link: https://www.econbiz.de/10012728176
We provide simple methods of constructing known results. At the core of our methods is the identification of a simple concise basis that spans the Capital Market Line (CML). We show that a portfolio whose risky assets weights are the product of the inverse variance-covariance matrix of...
Persistent link: https://www.econbiz.de/10012774586
Persistent link: https://www.econbiz.de/10005309561
Persistent link: https://www.econbiz.de/10005934954