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    The Optimal Ridge

    The Optimal Ridge

    The Efficient Surface

    The Efficient Surface

    The Efficient Frontier

    The Efficient Frontier

    Portfolio Combinatorics

    Portfolio Combinatorics

    Risk Measure?

    Risk Measure?

    Archive

    • August 2017
    • July 2017

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    The Optimal Ridge

    The Optimal Ridge

    The 'Optimal Ridge' allows the portfolio manager to quickly evaluate optimal portfolio performance for a range of possible portfoli
    The Efficient Surface

    The Efficient Surface

    For loss modelling purposes the efficient frontier is incomplete. We must include the total portfolio premium as an extra dimension.
    The Efficient Frontier

    The Efficient Frontier

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

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