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Computetheefficientportfolioxxwithtargetexpectedreturnequaltothemaximumexpectedreturnoftheassetsunderconsideration.Thatis,solve(12.10) ...,,Formally,itisthesetofportfolioswhichsatisfytheconditionthatnootherportfolioexistswithahigherexpectedreturn...
12.4 Computing the Mean
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Computetheefficientportfolioxxwithtargetexpectedreturnequaltothemaximumexpectedreturnoftheassetsunderconsideration.Thatis,solve(12.10) ...
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