Risk, Mean Variance Analysis and the CAPM

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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

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