peritonitis 发表于 2025-3-26 22:52:17
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Portfolio Selection: Introductory CommentsThe chapter introduces fundamental notions related to asset prices, asset returns and investors’ portfolios. It describes the two-period model of an asset market, the basic framework for Part I of the book. It contains definitions of key mathematical notions used in the book.muffler 发表于 2025-3-27 11:01:11
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978-3-319-36249-6The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerlmajestic 发表于 2025-3-27 18:33:17
Mathematical Financial Economics978-3-319-16571-4Series ISSN 2192-4333 Series E-ISSN 2192-4341Calculus 发表于 2025-3-28 00:58:47
https://doi.org/10.1007/978-3-319-16571-4Arbitrage pricing; Capital growth theory; Evolutionary finance; Financial economics; Mathematical financCongruous 发表于 2025-3-28 02:46:13
Properties of Efficient Portfoliosistics of these portfolios can be expressed. It is shown how to give a complete description in terms of A, B, C and D of the efficient frontier in the $∖sigma$-$m$ plane and in the $∖sigmaˆ{2}$-$m$ plane. A key result is a two-fund theorem, which is formulated and proved. The chapter concludes with a geometric illustration of the two-fund theorem.carotenoids 发表于 2025-3-28 06:35:37
The Markowitz Model with a Risk-Free Assetns, and describes the Markowitz optimization problem in this setting. A criterion for portfolio efficiency and an explicit formula for an efficient portfolio with the given risk tolerance are derived and discussed.暖昧关系 发表于 2025-3-28 11:33:50
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