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http://hdl.handle.net/11718/7399Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Sinha, Sidharth | - |
| dc.date.accessioned | 2010-08-13T05:51:04Z | - |
| dc.date.available | 2010-08-13T05:51:04Z | - |
| dc.date.copyright | 1996 | - |
| dc.date.issued | 2010-08-13T05:51:04Z | - |
| dc.identifier.uri | http://hdl.handle.net/11718/7399 | - |
| dc.description.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. | en |
| dc.language.iso | en | en |
| dc.subject | Finance and Accounting | en |
| dc.title | Risk, Mean Variance Analysis and the CAPM | en |
| dc.type | Cases and Notes | en |
| Appears in Collections: | Cases and Notes | |
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