Corner portfolios are individual portfolios on your efficient frontier.
Rather than look at the efficient frontier as a curve - enables you to look at is as a straight line between those points.
Any individual assets class’s weight on any two corner portfolios can move from 0 to positive or from positive to 0. No negative asset class weights are allowed.
Each Portfolio has a return available. based on the return required, you can determine which two corner portfolios bracket your required return and determine the weights of those corner portfolios.
then using the weights - you can now work out the individual asset class weights.
another comment I found interesting on this topic is that with corner portfolios you can’t simply create a portfolio based on the weighted average of any two portfolios (as you can normally) - you need to use only adjacent portfolios.
Interesting topic though
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