Given an arbitrary frontier portfolio (w^{}), with (w^{} eq w^{mathrm{MVP}}), there exists a unique frontier portfolio (w^{mathrm{zc}})

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Given an arbitrary frontier portfolio $w^{*}$, with $w^{*} eq w^{\mathrm{MVP}}$, there exists a unique frontier portfolio $w^{\mathrm{zc}}$ such that $\operatorname{Cov}\left(\tilde{r}_{w^{*}}, \tilde{r}_{w^{\mathrm{zc}}}\right)=0$.

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Financial Markets Theory Equilibrium Efficiency And Information

ISBN: 9781447174042

2nd Edition

Authors: Emilio Barucci, Claudio Fontana

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Question Posted: Mar 22, 2024 03:01 AM

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Given an arbitrary frontier portfolio (w^{*}), with (w^{*} eq w^{mathrm{MVP}}), there exists a unique frontier portfolio (w^{mathrm{zc}})

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Financial Markets Theory Equilibrium Efficiency And Information

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Given an arbitrary frontier portfolio (w^{}), with (w^{} eq w^{mathrm{MVP}}), there exists a unique frontier portfolio (w^{mathrm{zc}})