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The Optimal Ridge

The Efficient Surface

The Efficient Frontier

Portfolio Combinatorics

Risk Measure?

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The Efficient Frontier

Harry Markowitz revolutionised investment theory with the introduction of mean-variance analysis in a 1952 essay entitled ‘Portfolio Selecti

Portfolio Combinatorics

A portfolio manager (PM) seeks to adjust her portfolio's contract percent shares in order to obtain the minimum 1 in 200 year return per

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