Building an Optimal Portfolio Consisting of two Assets and Its Efficient Frontier
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Keywordsrisk; selection of assets; principal components analysis; optimization; efficient frontier;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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