Derive equation (6.9). [left.frac{partial}{partial w_{i}}left(sum_{i j}^{n} sigma_{i j} w_{i} w_{j} ight)^{1 / 2}=left(sum_{i j}^{n} sigma_{i j} w_{i}

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Derive equation (6.9).

\[\left.\frac{\partial}{\partial w_{i}}\left(\sum_{i j}^{n} \sigma_{i j} w_{i} w_{j}\right)^{1 / 2}=\left(\sum_{i j}^{n} \sigma_{i j} w_{i} w_{j}\right)^{-1 / 2} \sum_{j=1}^{n} \sigma_{i j} w_{j}\right]\]


Equation 6.9

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Investment Science

ISBN: 9780199740086

2nd Edition

Authors: David G. Luenberger

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