---
title: Efficient Frontiers and Tangent Portfolio
url: https://www.ml-quant.com/papers/repec/wsi-apjorx-v-41-y-2024-i-02-n-s0217595923500124/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:wsi:apjorx:v:41:y:2024:i:02:n:s0217595923500124
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0217595923500124%3Bh%3Drepec%3Awsi%3Aapjorx%3Av%3A41%3Ay%3A2024%3Ai%3A02%3An%3As0217595923500124
featured: 2024-04-17
citations: unknown
topic: Portfolio & Allocation
---


# Efficient Frontiers and Tangent Portfolio

The paper explores the characteristics of kinks in portfolio optimization, demonstrating their universal existence and the absence of tangency.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0217595923500124%3Bh%3Drepec%3Awsi%3Aapjorx%3Av%3A41%3Ay%3A2024%3Ai%3A02%3An%3As0217595923500124
- Identifier: RePEc:wsi:apjorx:v:41:y:2024:i:02:n:s0217595923500124
- Released: 2024-04-17
- First featured: Quant Letter No. 45 (2024-04-17): https://www.ml-quant.com/issues/2024-04-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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