12.6 Suppose it is desired to minimize risk in a portfolio while maximizing median return, and the...
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12.6 Suppose it is desired to minimize risk in a portfolio while maximizing median return, and the returns for prospective assets follow a multivariate symmetric stable distribution with characteristic exponent α in the range 0 < α < 1. Explain the numerical (and conceptual) difficulties associated with programming a solution to this problem. [Hint: See Exercise 6.10.] 12.7 Explain the difference between Models I and II portfolio analysis.
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