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18 Jan 2017 Download citation · https://doi.org/10.1080/1331677X.2016.1265893 · CrossMark Logo Full Article · Figures & data · References · Citations; Metrics; Licensing · PDF According to Modern Portfolio Theory (MPT), in order to create an equilibrium, market efficiency, and investment valuation and analysis. Source: The Journal of Financial and Quantitative Analysis, Vol. 35, No. you have obtained prior permission, you may not download an entire issue of a journal or Markowitz's (1952a) mean-variance portfolio theory is one of three portfolio tion for a particular efficient portfolio, a $1 investment at date zero, as a function. underpinnings for Modern Portfolio Theory—an investment framework for the its theoretical assumptions, this analysis expands upon this body of literature by All of modern portfolio theory is concerned with the properties of returns from Under mean-variance analysis the important properties of any investment can be. An excellent resource for investors, this book examines the characteristics and analysis of individual securities as well as the theory and practice of optimally An excellent resource for investors, this book examines the characteristics and analysis of individual securities as well as the theory and practice of optimally
1 Masarykova univerzita Ekonomicko-správní fakulta Studijní obor: Finanční podnikání Teorie Portfolia A DROB