About this document
Optimal Risky Portfolios Analysis by Arnold Evans is a document available to read on EtoBox.
This document discusses optimal portfolios including the minimum variance portfolio, efficient frontier, tangency portfolio, and capital market line (CML). It provides examples of calculating proportions and expected returns and standard deviations for different portfolios along the efficient frontier and CML. Sample problems are given and answered regarding how adding or changing assets affects optimal portfolios.
- Author
- Arnold Evans
- Language
- EN