Modern_Portfolio_Theory_TRNS

Modern_Portfolio_Theory_TRNS - Modern Portfolio Theory...

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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.
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