Acta scientiarum naturalium Universitatis Pekinensis
Unlike the literature.this paper mainly discusses the characteristics of the portfolio which isn't on the portfolio frontier. A more general concept—q-zero-covariance portfolio frontier is proposed, andits geometric configuration is depicted in the σ2(r)—E［r］ space. The usual zero covariance portfolio of the frontier portfolio is its degenerate case, and the portfolio frontier is the envelope of our q-zero-covariance portfolio frontier as q moves.
WANG Yiming. q-Zero-covariance Portfolio Frontier[J].Acta scientiarum naturalium Universitatis Pekinensis, 2000, 36(5): 608-612.
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