Markowitz’s "Portfolio Selection": A Fifty-Year Retrospective

The concepts of Markowitz`s portfolio theory. The way to find the value of a risky security to add a premium for risk to the pure rate of interest. The followings from the relation between the variance of the return of a portfolio and of its securities.

Рубрика Финансы, деньги и налоги
Вид статья
Язык английский
Дата добавления 11.08.2013
Размер файла 515,9 K

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