'Lagrange formulation' diaporamas de présentation

Two Degrees of Freedom 2 nd Session

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Derivation of the Expected Value-Variance Frontier without a Risk-free Asset

Derivation of the Expected Value-Variance Frontier without a Risk-free Asset. Lecture X. Mathematical derivation without a Risk-free asset. General Formulation. Mean-variance frontier without a risk-free asset:. Lagrange Formulation. Looking at the constraints.

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