Question
Portfolio optimization I have six stocks with the mean and standard deviation shown below. I need to optimize my return by minimize the portofolio standard
Portfolio optimization
I have six stocks with the mean and standard deviation shown below. I need to optimize my return by minimize the portofolio standard deviationi subject to the portfolio mean being GREATER THAN OR EQUAL TO the highest individual stock mean.
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Personal Finance
Authors: Jack R. Kapoor, Les R. Dlabay, Robert J. Hughes, Melissa Hart
12th edition
1259720683, 978-1259720680
