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Portfolios and Optimization Portfolios and Optimization

Portfolios and Optimization - PowerPoint Presentation

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Uploaded On 2016-05-10

Portfolios and Optimization - PPT Presentation

Andrew Mullhaupt Portfolio Selection Maximize profit with risk bound In unit risk coordinates Meanvariance portfolio THE END Transaction Costs Commissions and Fees Taxes Slippage ID: 314334

time portfolio variance costs portfolio time costs variance trade method loss accuracy max region 150 inaccuracy proportional steepest optimal optimality relative original

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