File:Two-asset portfolio with varrying correlation and weights.jpg

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Two-asset_portfolio_with_varrying_correlation_and_weights.jpg ‎(626 × 546 pixels, file size: 67 KB, MIME type: image/jpeg)

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Română: Reprezentare grafică a relației dintre rentabilitate și risc atunci când ponderile și coeficientul de corelație variază, necesară pentru a ajunge la reprezentarea frontierei Markowitz. Portfoliile deasupra liniei punctate reflectă portofoliile eficiente pentru acel coeficient de corelație - după formula din ro:Teoria modernă a portofoliilor#Portofoliu eficient. Propria lucrare
English: Worked example of a two-asset portfolio with constant expected returns and risks and varrying correlation coefficients and weights, necessary to reflect the feasible set and the Markowitz frontier. Portfolios above dotted line represent dominant portfolios for that specific correlation coefficient - based on formulas in ro:Teoria modernă a portofoliilor#Portofoliu eficient. Own work
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Author Eb00kie

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Date/TimeThumbnailDimensionsUserComment
current19:51, 5 August 2017Thumbnail for version as of 19:51, 5 August 2017626 × 546 (67 KB)Eb00kie (talk | contribs)Added dotted line marking minimum risk portfolios; own work
13:45, 5 August 2017Thumbnail for version as of 13:45, 5 August 2017550 × 543 (62 KB)Eb00kie (talk | contribs)Cross-wiki upload from ro.wikipedia.org

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