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

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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:

 

Pictures/ExtremeEvents5_1b.jpg

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

 


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