fin5123 - Outlines of Lecture 3 Objectives 1 Introduce...

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Hsiu-lang Chen Portfolio Analysis 1 Outlines of Lecture 3 Objectives 1. Introduce matrix calculation in portfolio expected return and variance 2. Discuss the best feasible investment opportunity set 3. Construct an efficient frontier portfolio and the optimal risky portfolio by using Excel Solver References Chapter 7 & 8, BKM; Chapter 13, EGBG; Handouts
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