How is portfolio optimized for greatest expected return
How is a portfolio optimized for the greatest expected return in a prescribed risk level?
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Markowitz showed how to optimize a portfolio by getting the W’s providing the portfolio the greatest expected return for a prescribed risk level. The curve in the risk-return space along with the largest expected return for every level of risk is termed as the efficient frontier.
Who described the criteria which make a risk measure coherent?
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What is Knight in finance theory?
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