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The Investment Problem
Capital Asset Pricing Model
19 other sections not shown
Action Window Arbitrage Pricing Theory Asset Pricing Model beta button calculate Capital Asset Pricing capital market line CAPM Tutor Chapter Chrysler stock computed construct critical line data file default data set Display Window efficient frontier equally weighted portfolio equation expected return expected utility FastStart financial statistician Firm future cash flows graph indifference curve investment opportunity investment problem isovariance market equilibrium market portfolio Markowitz Diversification minimum-variance frontier minimum-variance portfolio modern portfolio theory naive diversification number of stocks NYSE optimal portfolio point of tangency portfolio return portfolio risk portfolio standard deviation Portfolio Statistics portfolio variance portfolio weights price of risk probability provides random variable risk and return risk-free asset risk-free interest rate risk-free rate risk-free security risk/return risky securities Sample Statistics security market line share short sales short selling single-index model Stock Exchange stock market target return three-firm tion topic traded utility function variance-covariance matrix wealth zero