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- 2011-7-11
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2#
发表于 2011-7-11 19:47
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Given two portfolios of equal risk, the dominant portfolio will be the one with higher returns or if given two portfolio of equal return, the dominant portfolio will be the one with less risk.
Dominant Portfolio = Highest Sharpe Ratio
It is assumed that the non-dominant portfolio is inefficient and therefore does not plot on the efficient frontier. |
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