Comparative Analysis Between the Portfolio Theory and Investor Praxis
Modern Portfolio Theory was initially introduced by Markowitz in 1950-1960 and further developed by Tobin and Sharpe, representing the first step in the direction of modern financial theory. The main problem the investors are confronted with is how much to invest in each action and the mean-variance theory endeavours to find an answer to this particular question.
Year of publication: |
2012
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Authors: | GRIGORESCU, Judith |
Published in: |
Romanian Statistical Review Supplement. - Institutul National de Statistica şi Studii Economice (INSSE). - Vol. 60.2012, 1, p. 99-103
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Publisher: |
Institutul National de Statistica şi Studii Economice (INSSE) |
Subject: | portfolio | capital | risk | analysis | investments |
Saved in:
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