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About the Notation in this Book
Introduction to Portfolio Theory
Risk and Reward
8 other sections not shown
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abnormal return active management active portfolio aggregate portfolio allocation analysis asset average Barr Rosenberg basis points Chapter coefficient common factors companies computed correlation covariance descriptors discount distribution diversified dividend dividend discount model earnings equation equity estimate excess return expected return exposure folio forecast Hence historical beta increase index fund indifference curve industry information ratio instance investor logarithmic managed portfolio manager's market line market portfolio master trust money managers multiple management normal beta normal portfolio o-o o-o o-o O'O O'O O'O optimal portfolio passive management passive portfolio pension percent performance measurement portfolio beta portfolio manager portfolio residual portfolio return prediction problem proportion random rate of return regression required alpha residual return residual risk residual standard deviation residual variance reward risk index risk indices risk-free rate risky Sharpe ratio specific risk standard deviation statistical supplement systematic risk transaction costs utility variability zero