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Analysis of Two-Asset Portfolio
Business Administration and Management
Analysis of Two-Asset Portfolio
Name and surname of author:
Vincent Šoltés, Michal Šoltés
Year:
2003
DOI (& full text):
Anotation:
Two-asset portfolio is investigated in this paper. The main aim is to find conditions under which assets are suitable for effective diversification. There are found formulas for weights of the portfolio with the lowest value of standard deviation and formulas for weights of the portfolio with the lowest risk at required rate return.
Two-asset portfolio is investigated in this paper. The main aim is to find conditions under which assets are suitable for effective diversification. There are found formulas for weights of the portfolio with the lowest value of standard deviation and formulas for weights of the portfolio with the lowest risk at required rate return.
Section:
Business Administration and Management
Economics and Management
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