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Tel-Tech 15דוגמא עם נתונים טבעיים

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TelTech15DR2004 Optimal Markowitz Portfolio

0.1 [1] "mu" Audiocodes Tower Alvarion Magic Radvision ElbitSystem Nice Formula Metalink Retalix 1.00378 1.002178 1.00483 1.006965 1.003039 1.001478 1.003201 1.002798 1.002229 1.003288 Elron Scitex Lipman Compugen Tadiran 1.003092 1.004718 1.002978 1.00196 1.002359 [1] "Portfolio"Audiocodes 0.02346624 Tower -0.11662388 Alvarion 0.17607482 Magic 0.37345988 Radvision -0.10732091ElbitSystem -0.03611089 Nice 0.13676051 Formula -0.19800789 Metalink -0.10563911 Retalix 0.04591484 Elron 0.12829208 Scitex 0.54852915 Lipman 0.14596063 Compugen -0.15269152 Tadiran 0.13793603[1] 1[1] "fmax“ 0.1003447[1] "Return“ 1.006151

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[1] "fmax" [,1]

[1,] 0.1003447[1] "Return"

[,1] [1,] 1.006151