IAmNeil

When an asset goes from 0% to a postive %....or when an asset goes from a +% to 0%.

I think..it's been a while.

IAmNeil

the corner portfolios arise when you derive mean-variance efficient frontier with a constraint of no short sales.... so when you minimize variance at each level of return playing with weights (w=>0) the corner portfolios lie on the efficient frontier where one of the component assets changes it's weight from 0% to positive or vice versa