Research On Efficient Portfolio Investment Frontier

In this paper, I mainly research on efficient portfolio investment frontier. Minimum variance set and its properties are introduced in chapter 1 and the condition of obtaining efficient subset is given. In chapter 2, I define the efficient frontier, and provide its mathematical representation and computational method. Furthermore, another type of efficient frontier with the number of security changed is treated in chapter 3. In the section 3.3 , when the number of security is changed , I am dealing with the research on efficient portfolio investment frontier there exiting a non-risk interest and permitting short sale. In the last chapter I simply talk about non-singular portfolio selective model and its dealing method which make the singular more consummate and complete.