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personal:portfolio:portopt [2014/05/28 14:49] antonello |
personal:portfolio:portopt [2014/05/28 14:55] antonello [Acknowledgements] |
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In such case the indifference curves can be drawn like a bundle of straight lines having equation $prod = \alpha * var + \beta$, where $\alpha$ is the linear risk aversion coefficient and both $prod$ and $var$ refer to the overall portfolio' | In such case the indifference curves can be drawn like a bundle of straight lines having equation $prod = \alpha * var + \beta$, where $\alpha$ is the linear risk aversion coefficient and both $prod$ and $var$ refer to the overall portfolio' | ||
- | Point $B$ represents the point having the lowest possible portfolio variance. | + | Point $B$ represents the point having the lowest possible portfolio variance. |
\begin{equation} | \begin{equation} | ||
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===== Acknowledgements ===== | ===== Acknowledgements ===== | ||
- | This work was supported by the French National Research Agency through the Laboratory of Excellence ARBRE, a part of the " | + | This work was supported by: |
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+ | * a grant overseen by Office National des Forêts through the [[http:// | ||
+ | * the French National Research Agency through the [[http:// | ||
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