The portfolio optimization model presented here is the standard model minimize the variance (or standard deviation) of the portfolio, as a measure of risk, for a given required level of expected return In general, the goal is to keep risk low and expected return high Can you think of other ways to model the problem to achieve these basic goals Is high variability all bad risk

Question: The portfolio optimization model presented here is the standard model: minimize the variance (or standard deviation) of the portfolio, as a measure of risk, for

The optimization model presented here is the standard model: minimize the variance (or standard deviation) of the as a measure of risk, for a given required level of In general, the goal is to keep risk low and high. Can you think of other ways to model the problem to achieve these basic goals? Is high variability all bad risk?

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