Extreme Events – Figure 5.1b: Illustrative efficient portfolio analysis: (b) Composition of corresponding efficient portfolios

[this page | pdf | references | back links]

SmartChart version:


Not available (although please note that there is a Nematrian web service function that does create such a plot, i.e. MnPlotQuadraticEfficientPortfolios and also an example spreadsheet that can be used to do so, see here)


Variant used in book:



Source: Nematrian, Merrill Lynch, Bloomberg. Copyright (c) Nematrian (2010)


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