Mathematical Model for the Efficient Frontier of the Feasible Set in the Risk-return Investment
Liangjian Hu · Science Technology and Engineering · 2009
Based on the classical theories of finance the mathematical models for the efficient frontier and the optimal portfolios in the risk-return investment are dicussed and the explicit expression of the efficient frontier for the investing feasible set is presented,which makes up for the financial toolbox's deficiency.Matlab toolbox is used to compute three examples of the risk-return investment.