A Closer Look at the Minimum-Variance Portfolio Optimization Model

Table 1

Optimal portfolios for portfolio models MVP and RMVP.

Models	Optimal portfolios										Profit
MVP	−0.0484	0.1161	−0.0095	0.2122	0.5488	0.0130	0.2007	0.0089	−0.0012	−0.0408	0.0136
RMVP	−0.0484	0.1161	−0.0095	0.2122	0.5488	0.0130	0.2007	0.0089	−0.0012	−0.0408	0.0136