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...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.