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