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REN Da, Tu Xin shu. The Efficient Frontier of Portfolio Include a Risk-freeJ. Journal of Beijing Institute of Technology (Social Sciences Edition), 2002, (2): 75-78.
Citation: REN Da, Tu Xin shu. The Efficient Frontier of Portfolio Include a Risk-freeJ. Journal of Beijing Institute of Technology (Social Sciences Edition), 2002, (2): 75-78.
shu

The Efficient Frontier of Portfolio Include a Risk-free

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  • This paper discusses the problem of the efficient frontier of portfolio include a risk free asset. It first denotes the efficient frontier of Markowitz model with the weights vector of portfolio. Then, it denotes the efficient frontier of portfolio include a risk free asset with the weights vector too. By the definition, the efficient frontier thus can be identified.
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