CHAPTER 5: DIVERSIFICATION: A GEOMETRIC APPROACH
Topics:
5.1 OVERVIEW
5.2 ISOMEAN LINE
5.3 ISOVARIANCE ELLIPSE
5.4 ISOMEAN AND ISOVARIANCE TANGENCY POINTS
5.5 MINIMUM-VARIANCE PORTFOLIO
5.6 CONSTRUCTION OF ISOMEAN-ISOVARIANCE TANGENCY POINT
5.7 Construction of the Critical Line
5.8 Chapter 5: Exercises