Maintenance: The SOA will be performing scheduled maintenance of our Actuarial Directory and Explorer servers on Thursday, April 25th, 2024 from 5:00 AM to 9:00 AM CT.

1 - 1 of 1 results (0.27 seconds)
Sort By:
  • Positive Weights on the Efficient Frontier
    Positive Weights on the Efficient Frontier This abstract describes a paper that derives a simple explicit solution for an efficient portfolio with positive weights. efficient frontier;weights; ...

    View Description

    • Authors: Phelim Boyle
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Capital - Annuities; Annuities>Pricing - Annuities