TY - JOUR T1 - A Case of a Straight-Line Minimum-Variance Set in the Absence of Perfect Correlation JF - The Journal of Investing SP - 54 LP - 56 DO - 10.3905/joi.3.2.54 VL - 3 IS - 2 AU - Majed R. Muhtaseb Y1 - 1994/05/31 UR - https://pm-research.com/content/3/2/54.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -