Risk, Mean Variance Analysis and the CAPM

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

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