The evolution of the portfolio theory: from Markwitz to Browne

Cambiaso, Flavia (A.A. 2016/2017) The evolution of the portfolio theory: from Markwitz to Browne. Tesi di Laurea in Financial markets and institutions, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 93. [Bachelor's Degree Thesis]

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Abstract/Index

Risk and portfolios. Introduction to risk. Portfolio's risk. Portfolio theories. Markowitz portfolio theory and the capital matket line. Variations and alternative theories. Testing the permanent portfolio.

References

Bibliografia: pp. 88-93.

Thesis Type: Bachelor's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, english language (L-33)
Chair: Financial markets and institutions
Thesis Supervisor: Nucera, Federico Calogero
Academic Year: 2016/2017
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 13 Nov 2017 09:44
Last Modified: 13 Nov 2017 09:44
URI: https://tesi.luiss.it/id/eprint/19741

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