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- UID
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- 帖子
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- 2011-7-11
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- 2013-11-2
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Yes you are correct . If the correlation is 1 , then the stdev is a linear combination of the two CP’s .
( Sorry I was mentally messed up in mixing up diversification with the corner portfolio idea . If you have correlation of zero and +ve weights you will have lower stdev for the combination i.e. higher diversification , but that is a totally different issue) |
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发表于 2013-5-4 11:16
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