Modern_Portfolio_Theory_TRNS - Modern Portfolio Theory...

Info icon This preview shows pages 1–4. Sign up to view the full content.

View Full Document Right Arrow Icon
Modern Portfolio Theory Professor Gideon Saar Johnson School Cornell University Johnson School, Cornell University Outline Covariance and correlation coefficient. Two asset portfolio: Di ifi ti – Diversification. Portfolio frontier and efficient portfolios. Systematic versus unsystematic risk. Incorporating the risk-free asset Capital Allocation Line. Choice of optimal portfolios by investors. Copyright 2009, Prof. Gideon Saar, All rights reserved/Modern Portfolio Theory Numerical optimization in EXCEL.
Image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon