Comments on: Calculating the Efficient Frontier: Part 1

By: A.G

A.G — Tue, 02 Apr 2019 04:43:23 +0000

Hello this is incorrect. You need to calculate the global minimum point which is mu=A/C i.e. you defined mu incorrectly. Then you increase mu by some increments and calculate corresponding Variances for given mu.
Then you plot.

Also is there a way to plot the Capital Market Line i.e. portfolio of risk free assets and risky assets (tangency portfolio)?

Thanks

By: charles sauterelle

charles sauterelle — Mon, 02 Oct 2017 11:25:53 +0000

There is a useful, free site: portfoliovisualizer,com to consider–10.2017

By: Martin Elsman

Martin Elsman — Tue, 25 Jul 2017 09:36:58 +0000

In reply to Martin Elsman.

Just delete this post… I didn’t see Part2 of the blog post…

By: Martin Elsman

Martin Elsman — Tue, 25 Jul 2017 08:41:18 +0000

I’m wondering whether one can calculate the weights of the portfolio corresponding to a point on the frontier?

By: mostafa habibi

mostafa habibi — Thu, 19 Nov 2015 22:45:53 +0000

hi.can you tell me how i can calculate entropy of portfolio wieghts with matlab codes???

By: Tony Mowers

Tony Mowers — Thu, 22 Jan 2015 12:11:47 +0000

I really appreciate your articles.

Question: Is it possible you have the definition of efficient frontier wrong. It looks to me like you are describing how to calculate the minimum variance frontier as opposed to the efficient frontier.

see defintion: http://www.investopedia.com/terms/e/efficientfrontier.asp
see discusion: http://www.analystforum.com/forums/cfa-forums/cfa-level-i-forum/91320257

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By: How to Calculate the Efficient Frontier | DongWoo Investment

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By: mahmoud radwan

mahmoud radwan — Thu, 16 Feb 2012 10:42:19 +0000

in injection molding i have 2 defects (warpage&sink marks) they are controlled with variables(pressure&temperature) and i want to study the effect of the combination between these 2 variables on the 2 defects by using the efficient frontier .
please help me and tell me how can i do it and the equation needed

thank you