Given their new geometry of the parabola, how did Kolari, Liu, and Huang (KLH) (2021) define the
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Given their new geometry of the parabola, how did Kolari, Liu, and Huang (KLH) (2021) define the expected returns for the special case of orthogonal portfolios I∗ and ZI∗ on the parabola? Describe this new geometry for locating these portfolios. How does this geometry differ from the CAPM and market portfolio M.
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Answer Kolari Liu and Huang KLH 2021 introduced a novel approach to defining expected returns for orthogonal portfolios on the parabola using a new ge...View the full answer
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Jehal Shah
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Related Book For
Investment Valuation And Asset Pricing Models And Methods
ISBN: 9783031167836
1st Edition
Authors: James W. Kolari, Seppo Pynnönen
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