Saturday, 30 July 2011
Mean-variance portfolio company investments Choice and Capital Markets estimates
mean-variance analysis of the Portfolio Choice and Capital Markets
In 1952, Harry Markowitz published "Portfolio Selection", the document, a modern investment theory and practice of revolution. The book suggests that the choice of investments, investors, and the expected return and the variability of the return on the portfolio size. The portfolio, the variance is minimized given the expected return showed that the most effective. Markowitz formulated the overall solution to the general mean-variance efficient set problem in 1956, and presented
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment