Sentences with phrase «tangency portfolio»
Similar to the stock diversification example in Article 7.1, there is a «tangency portfolio» of about 20 % stocks and 80 % bonds that historically has moderately boosted portfolio returns while adding little additional volatility.
http://www.mindfullyinvesting.com/ Not exact matches
If you find yourself on the efficient frontier past the tangency point (see above), one can easily show that reducing risk involves no cash holdings, but rather keeping all of your portfolio in risky assets.