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Excerpt from An Overview of Modern Financial EconomicsThe static portfolio theory concerns with finding the portfolio of assets that has a given level of expected rate of return and has a minimum risk exposure measured by the variance of the return on a portfolio. A portfolio having this property will be said to be a mean-variance efficient portfolio.About the Publisher

Title : An Overview of Modern Financial Economics (Classic Reprint)
Author : Chi-fu Huang
Language : en
Rating :
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Type : PDF, ePub, Kindle
Uploaded : Apr 03, 2021

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