Stephen Boyd EE103 Stanford University December 8, 2017
{one end of the line is the risk-free asset I two-fund theorem: optimal portfolio wis an a ne function in ˆ 2 4 w z 1 z 2 3 5= 2 4 2R TR 1 1T 0 0 T 0 0 3 5 1 2 4 R 1 1 ˆT 3 5 Portfolio optimization 26 ................
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