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发表于 2013-4-21 19:40 | 只看该作者

corner portfolios and leverage

investor, borrow, cannot, watch

watch out for this…. if the investor cannot borrow than you will do corner portfolios or use the CAL using risk free and tangent portfolio. If borrwoing is allowed then use the CAL- borrowing the risk free and leveraging the tangent portfolio.
just sayin

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发表于 2013-4-21 19:46 | 只看该作者

if the expected return is less than the tangency portfolio, then u can combine rfr with tangency portfolio even if borrowing is not allowed

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