Kriens, J.; Strijbosch, L.W.G.; Vörös, J. - Tilburg University, School of Economics and Management - 1994
The set of efficient (Rho2)-combinations in the (Rho2)-plane of the Markowitz portfolio selection method consists of a series of strictly convex parabola. In the transition points from one parabola to the next one, the curve may be indifferentiable. The article gives necessary and sufficient...
