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In mean-variance portfolio theory, what is meant by the budget constraint, the global minimum variance portfolio, and the efficient frontier?
In mean-variance portfolio theory, what is meant by the budget constraint, the global minimum variance portfolio, and the efficient frontier?
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Investments Analysis and Management
Authors: Charles P. Jones
12th edition
978-1118475904, 1118475909, 1118363299, 978-1118363294
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