General GMM formula Let y, be an h-vector of variables that are observed at date t, let denote an unknown vector of coefficients, h(e, y,) Be an r-vector real function. Let denote true value of 0, and suppose this true value is
INVESTMENTS Two-Security Portfolio: Return rp =W+W2r2 W Proportion of funds in Security 1 W2 Proportion of funds in Security 2 =Expected return on Security 1