Browsing by Subject "Optimal portfolio"
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Analysis of optimal portfolio allocation of stocks displaying heavy left -tailed returns
(Indian Institute of Management Ahmedabad, 2006) -
Investigation into optimal portfolio allocation of stocks having non - normal returns
(Indian Institute of Management Ahmedabad, 2005)Abstract: 1) Introduction and context description: According to the traditional asset pricing methods, the returns of stocks are assumed to be normally distributed with mean jx and standard deviation o. In these cases, ... -
Investigation into optimal portfolio allocation of stocks having non-normal returns
(Indian Institute of Management Ahmedabad, 2005)Abstract Introduction and context description: According to the traditional asset pricing methods the returns of stocks are assumed to be normally distributed with mean and standard deviation in these cases the mean and ...