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personal:portfolio:portopt [2014/05/28 14:50] antonello [Acknowledgements] |
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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| This work was supported by: | This work was supported by: | ||
| - | * a grant overseen by Office National des Forêts through the Forêts pour Demain International Teaching and Research Chair; | + | * a grant overseen by Office National des Forêts through the [[http:// |
| - | * the French National Research Agency through the Laboratory of Excellence ARBRE, a part of the " | + | * the French National Research Agency through the [[http:// |
