'Efficient portfolio frontier' presentation slideshows

Chapter 5 The Mathematics of Diversification

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Efficient Diversification I

Efficient Diversification I. Covariance and Portfolio Risk Mean-variance Frontier Efficient Portfolio Frontier. Some Empirical Evidence. In 2000, 40% of stocks in Russell 3000 had returns of -20% or worse. Meanwhile, less than 12% of U.S. stock mutual funds had returns of -20% or below.

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