If short sales are not allowed, the variance of a two asset portfolio op cannot exceed the greater of the variances of the assets o If short sales are not allowed, the variance of a two asset portfolio op cannot exceed the greater of the variances of the assets o...

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Quantitative Investment Analysis

ISBN: 978-1119104223

3rd edition

Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle

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Posted Date: Dec 01, 2022 12:37 AM

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If short sales are not allowed, the variance of a two-asset portfolio op cannot exceed the...

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If short sales are not allowed, the variance of a two-asset portfolio op cannot exceed the greater of the variances of the assets: o If short sales are not allowed, the variance of a two-asset portfolio op cannot exceed the greater of the variances of the assets: o

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Quantitative Investment Analysis

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