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portfolio-risk

  1. K

    Jorion, Chapter 7 - Portfolio Risk: Analytical Methods

    Hi David In the notes of Jorion, Chapter 7 - Portfolio Risk: Analytical Methods we are given a table with the risk and return - optimising positions where we are given the Final position weight w(i). Are we expected to be able to calculate this in the exam? and if so, how is it calculated...
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