DocumentCode
833744
Title
Modern Portfolio Theory. II
Author
Blakey, Peter
Author_Institution
Northern Arizona Univ., Flagstaff, AZ
Volume
7
Issue
6
fYear
2006
Firstpage
22
Lastpage
26
Abstract
The previous column presented the basic ideas of modern portfolio theory (MPT). This column covers additional aspects of the theory and presents a result known as the capital asset pricing model (CAPM). The underlying theory is not always easy to grasp on a first encounter but is presented here because it plays a central role in investment theory and practice
Keywords
investment; pricing; capital asset pricing model; investment theory; modern portfolio theory; Financial management; Investments; Portfolios; Pricing; Security;
fLanguage
English
Journal_Title
Microwave Magazine, IEEE
Publisher
ieee
ISSN
1527-3342
Type
jour
DOI
10.1109/MW-M.2006.250299
Filename
4015648
Link To Document