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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?

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    • August 2017
    • July 2017

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    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
    Portfolio Combinatorics

    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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