Abstract
This note discusses portfolio theory and the principles of diversification; the role of market model assumptions in simplifying the portfolio selection problem; and the Capital Asset Pricing Model (CAPM) as an equilibrium condition flowing from portfolio theory.
Additional Information
| Product Type | Technical Note |
|---|---|
| Reference No. | F&A0423TEC |
| Title | Risk, Mean Variance Analysis and the CAPM |
| Pages | 7 |
| Published on | Feb 8, 1996 |
| Authors | Sinha, Sidharth; |
| Area | Finance and Accounting (F&A) |
| Discipline | Finance, Marketing, Operations Management, Organizational Behaviour |
| Sector | Public Sector |
My Cart
You have no items
in your shopping cart.