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