Search

Starting from the Markowitz’s formula for a portfolio we compute the solutions for three structures of dependencies and use acyclic directed graphs (DAGs) to represent the structures. Same levels of returns and volatilities are adopted for all assets in order to focus just on the role of correlations. We start with two structures of dependencies among three assets. We then compute the optimal solution for a four assets portfolio whose DAG is the superposition of the previous patterns.

Fungi, http://name.umdl.umich.edu/IC-HERB00IC-X-237951%5DMICH-F-237951, https://quod.lib.umich.edu/cgi/i/image/api/thumb/herb00ic/237951/MICH-F-237951/!250,250, The University of Michigan Library provides access to these materials for educational and research purposes. Some materials may be protected by copyright. If you decide to use any of these materials, you are responsible for making your own legal assessment and securing any necessary permission. If you have questions about the collection, please contact the Herbarium professional staff: herb-dlps-help@umich.edu. If you have concerns about the inclusion of an item in this collection, please contact Library Information Technology: libraryit-info@umich.edu., https://www.lib.umich.edu/about-us/policies/copyright-policy

Fungi, http://name.umdl.umich.edu/IC-HERB00IC-X-237950%5DMICH-F-237950_1, https://quod.lib.umich.edu/cgi/i/image/api/thumb/herb00ic/237950/MICH-F-237950_1/!250,250, The University of Michigan Library provides access to these materials for educational and research purposes. Some materials may be protected by copyright. If you decide to use any of these materials, you are responsible for making your own legal assessment and securing any necessary permission. If you have questions about the collection, please contact the Herbarium professional staff: herb-dlps-help@umich.edu. If you have concerns about the inclusion of an item in this collection, please contact Library Information Technology: libraryit-info@umich.edu., https://www.lib.umich.edu/about-us/policies/copyright-policy

Fungi, http://name.umdl.umich.edu/IC-HERB00IC-X-237950%5DMICH-F-237950_2, https://quod.lib.umich.edu/cgi/i/image/api/thumb/herb00ic/237950/MICH-F-237950_2/!250,250, The University of Michigan Library provides access to these materials for educational and research purposes. Some materials may be protected by copyright. If you decide to use any of these materials, you are responsible for making your own legal assessment and securing any necessary permission. If you have questions about the collection, please contact the Herbarium professional staff: herb-dlps-help@umich.edu. If you have concerns about the inclusion of an item in this collection, please contact Library Information Technology: libraryit-info@umich.edu., https://www.lib.umich.edu/about-us/policies/copyright-policy

Fungi, http://name.umdl.umich.edu/IC-HERB00IC-X-237950%5DMICH-F-237950, https://quod.lib.umich.edu/cgi/i/image/api/thumb/herb00ic/237950/MICH-F-237950/!250,250, The University of Michigan Library provides access to these materials for educational and research purposes. Some materials may be protected by copyright. If you decide to use any of these materials, you are responsible for making your own legal assessment and securing any necessary permission. If you have questions about the collection, please contact the Herbarium professional staff: herb-dlps-help@umich.edu. If you have concerns about the inclusion of an item in this collection, please contact Library Information Technology: libraryit-info@umich.edu., https://www.lib.umich.edu/about-us/policies/copyright-policy

Fungi, http://name.umdl.umich.edu/IC-HERB00IC-X-237951%5DMICH-F-237951_2, https://quod.lib.umich.edu/cgi/i/image/api/thumb/herb00ic/237951/MICH-F-237951_2/!250,250, The University of Michigan Library provides access to these materials for educational and research purposes. Some materials may be protected by copyright. If you decide to use any of these materials, you are responsible for making your own legal assessment and securing any necessary permission. If you have questions about the collection, please contact the Herbarium professional staff: herb-dlps-help@umich.edu. If you have concerns about the inclusion of an item in this collection, please contact Library Information Technology: libraryit-info@umich.edu., https://www.lib.umich.edu/about-us/policies/copyright-policy

Fungi, http://name.umdl.umich.edu/IC-HERB00IC-X-237951%5DMICH-F-237951_1, https://quod.lib.umich.edu/cgi/i/image/api/thumb/herb00ic/237951/MICH-F-237951_1/!250,250, The University of Michigan Library provides access to these materials for educational and research purposes. Some materials may be protected by copyright. If you decide to use any of these materials, you are responsible for making your own legal assessment and securing any necessary permission. If you have questions about the collection, please contact the Herbarium professional staff: herb-dlps-help@umich.edu. If you have concerns about the inclusion of an item in this collection, please contact Library Information Technology: libraryit-info@umich.edu., https://www.lib.umich.edu/about-us/policies/copyright-policy