Let’s move on from Part I of this blog series on the Efficient Frontier, formulated over half a century ago by Harry Markowitz, to the New Frontier postulated by investment advisor Richard Machaud. Michaud is the author of Efficient Asset Management: A Practical...
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This entry follows on from Part I, describing optimal portfolio selection for portfolios where the expected return and standard deviation are sufficient to describe the decision-makers’ risk profile (i.e. the criteria to be used in deciding what is meant by...
In Part II of this series, we mentioned the existence of an analytic method to calculate the Efficient Frontier of a portfolio. Here we provide the formulas for this method. As for other methods to calculate the Efficient Frontier, this method requires knowledge of...
