Johan Christian Hilsted
risk_and_return.docx
Theory of Banking (2004-05) Marcello Messori Dottorato in Economia Internazionale April, 2005.
Macroeconomic determinants of cyclical variation in value, size and momentum premium in the UK
Modern Portfolio Theory. History of MPT ► 1952 Horowitz ► CAPM (Capital Asset Pricing Model) 1965 Sharpe, Lintner, Mossin ► APT (Arbitrage Pricing Theory)
1 Appendix 10 A: A Linear-Programming Approach to Portfolio- Analysis Models (Related to 10.1.2) By Cheng Few Lee Joseph Finnerty John Lee Alice C Lee.
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Theory of Banking (2004-05)
The Capital Asset Pricing Model
Appendix 10 A: A Linear-Programming Approach to Portfolio-Analysis Models (Related to 10.1.2 )
