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Full-Text Articles in Physical Sciences and Mathematics
Getting More Out Of Two Asset Portfolios, Tom Arnold, Terry D. Nixon
Getting More Out Of Two Asset Portfolios, Tom Arnold, Terry D. Nixon
Finance Faculty Publications
Two-asset portfolio mathematics is a fixture in many introductory finance and investment courses. However, the actual development of the efficient frontier and capital market line are generally left to a heuristic discussion with diagrams. In this article, the mathematics for calculating these attributes of two-asset portfolios are introduced in a framework intended for the undergraduate classroom.