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A note on calculating the optimal risky portfolio

✍ Scribed by Reha H. Tütüncü

Publisher
Springer-Verlag
Year
2001
Tongue
English
Weight
42 KB
Volume
5
Category
Article
ISSN
0949-2984

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## Abstract The allocation of financial assets among securities with different levels of risk is an essential topic in the study, analysis, and strategic use of derivative securities and markets. In a recent paper, Browne (1999) determined the optimal allocation strategy for dividing investments be