2002•Journal of Beijing Institute of TechnologyRequires access

The Efficient Frontier of Portfolio Include a Risk-free

Da Ren

Abstract

This paper discusses the problem of the efficient frontier of portfolio include a risk free asset. It first denotes the efficient frontier of Markowitz model with the weights vector of portfolio. Then, it denotes the efficient frontier of portfolio include a risk free asset with the weights vector too. By the definition, the efficient frontier thus can be identified.

About this research paper

What this paper is about

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Key concepts: Frontier, Efficient frontier, Portfolio, Asset (computer security), Portfolio optimization, Modern portfolio theory, Economics, Post-modern portfolio theory