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Sample investment returns for the three stocks are provided, but the spreadsheet can be easily adapted to other stocks and a larger investment space.
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We start the section by recalling the math optimization problem of Mean-variance portfolio (MVP).
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A key concept connected to the mean-variance analysis is the Efficient Frontier — a set of optimal portfolios providing the highest expected portfolio return for a given level of risk — or framing it differently — providing the minimum level of risk for the expected portfolio return.
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This is a convex quadratic problem (QP) with only one linear constraint which admits a closed-form solution: wMVP = 1 2λ Σ−1(μ+ν1) w M V P.
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Maximizing the out-of-sample Sharpe ratio is an important objective for investors.