abstract
- Modern Portfolio Theory explores how risk averse investors construct portfolios in order to optimize market risk against expected returns. The theory quantifies the benefits of diversification.
Optimal Asset Allocation For Endowments: A Large Deviations Approach
Chapter
Overview
CU Boulder Authors
publication date
- June 25, 2003
Date in CU Experts
- June 25, 2014 3:13 AM
Full Author List
- STUTZER MJ
Full Editor List
- Scowcroft A
author count
- 1
Other Profiles
International Standard Book Number (ISBN) 10
- 0080471846
International Standard Book Number (ISBN) 13
- 9780080471846