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The Efficient Frontier: A Note on the Curious Difference Between Variance and Standard Deviation
Paper Number: 1456
Date: 07/01/2021
Authors:
Abstract:

The Markowitz Frontier of optimal portfolios is valid in both mean/variance space and in mean/standard deviation space. But there are some curious differences because lines in one space become curves in the other. This note explores and explains the curiosity.

Paper Length: 9 pages
Paper: sswp_1456.pdf