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  • As such, they are analagous to traditional p-values, where p is the probability that the optimal strategy outperformed due to random chance.
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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).

  • 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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    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.

  • This paper focuses exclusively on the portfolio weights obtained by maximizing the Sharpe ratio.
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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.