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Consider a particular portfolio P with risk *. Under what circumstances will the CML and the SML give the same expected return on the portfolio?
Consider a particular portfolio P with risk *. Under what circumstances will the CML and the SML give the same expected return on the portfolio?
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Introduction To Machine Learning In Quantitative Finance An Advanced Textbooks In Mathematics
Authors: Hao Ni, Xin Dong, Jinsong Zheng, Guangxi Yu
1st Edition
1786349361, 9781786349361
