\relax \ifx\hyper@anchor\@undefined \global \let \oldcontentsline\contentsline \gdef \contentsline#1#2#3#4{\oldcontentsline{#1}{#2}{#3}} \global \let \oldnewlabel\newlabel \gdef \newlabel#1#2{\newlabelxx{#1}#2} \gdef \newlabelxx#1#2#3#4#5#6{\oldnewlabel{#1}{{#2}{#3}}} \AtEndDocument{\let \contentsline\oldcontentsline \let \newlabel\oldnewlabel} \else \global \let \hyper@last\relax \fi \@writefile{toc}{\contentsline {begintocitem}{}{}{}} \@writefile{toc}{\contentsline {jobname}{Von_Turk}{}{}} \@writefile{toc}{\contentsline {doi}{00019/0000.0000}{}{}} \@writefile{toc}{\contentsline {arxiv}{math.PR/00000019}{}{}} \gdef\hy@title{A Note on the Investment Proportions of a Minimum-Variance Equity Portfolio} \@writefile{toc}{\contentsline {title}{A Note on the Investment Proportions of a Minimum-Variance Equity Portfolio}{348}{}} \thanksnewlabel{e1@email}{{wvonturk@sbcglobal.net}{348}} \thanksnewlabel{a1thanks}{{1}{348}} \thanksnewlabel{t1thanks}{{\ensuremath {*}}{348}} \@writefile{idx}{\indexentry {Von T$\mathaccentV {ddot}07F{\unhbox \voidb@x \hbox {u}}$rk, W., \textit {American Century Investments}}{}} \gdef\hy@author{Wilhelmine von T$\mathaccentV {ddot}07F{\unhbox \voidb@x \hbox {u}}$rk } \gdef\hy@subject{IMS Collections 2009 Vol. 0 348--352} \gdef\hy@keywords{91B28, 62H25, minimum-variance portfolio, capitalization-weighted portfolio, equity return covariance structure, Law of Iterated Expectations, equity portfolio optimization., } \@writefile{toc}{\contentsline {author}{Wilhelmine von T$\mathaccentV {ddot}07F{\unhbox \voidb@x \hbox {u}}$rk }{348}{}} \@writefile{toc}{\contentsline {endtocitem}{}{}{}} \gdef\author@num{1} \@writefile{toc}{\contentsline {section}{\numberline {1}Introduction}{348}{section.1}} \@writefile{toc}{\contentsline {section}{\numberline {2}Notation and Preliminary Results}{349}{section.2}} \@writefile{toc}{\contentsline {section}{\numberline {3}The Population View}{350}{section.3}} \@writefile{toc}{\contentsline {section}{\numberline {4}The Law of Iterated Expectations}{351}{section.4}} \@writefile{toc}{\contentsline {section}{\numberline {5}Proof of the Main Result}{351}{section.5}} \bibstyle{plain} \bibcite{Campbell(1997)}{{1}{}{{}}{{}}} \bibcite{Grinold(2000)}{{2}{}{{}}{{}}} \bibcite{Roll(1977)}{{3}{}{{}}{{}}} \bibcite{Samuelson(1965)}{{4}{}{{}}{{}}} \global\NAT@numberstrue \@writefile{toc}{\contentsline {section}{\numberline {6}Conclusion}{352}{section.6}} \@writefile{toc}{\contentsline {section}{Technical Appendix A}{352}{section*.3}} \@writefile{toc}{\contentsline {section}{References}{352}{section*.5}}