A Closer Look at the Minimum-Variance Portfolio Optimization Model

Table 2

Optimal portfolios for portfolio models CMVP and RCMVP.

Models	Optimal portfolios										Profit
CMVP	0.0000	0.0684	0.0000	0.2037	0.5530	0.0116	0.1633	0.0000	0.0000	0.0000	0.0157
RCMVP	0.0000	0.0684	0.0000	0.2037	0.5530	0.0116	0.1633	0.0000	0.0000	0.0000	0.0157