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By West G.

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1987), Modern Portfolio Theory, The Capital Asset Pricing Model and Arbitrage Pricing Theory: A User’s Guide, second edn, Prentice Hall. He, G. & Litterman, R. ’, Investment Management Research. Goldman, Sachs and Company . Hull, J. (2002), Options, Futures, and Other Derivatives, fifth edn, Prentice Hall. Idzorek, T. (2002), ‘A step-by-step guide to the Black-Litterman model’. Morgan and Reuters, New York. , ed. (2003), Modern Investment Management: an equilibrium approach, Wiley. Quantitative Resources Group Goldman Sachs Asset Management.

2003), Modern Investment Management: an equilibrium approach, Wiley. Quantitative Resources Group Goldman Sachs Asset Management. Markowitz, H. (1952), ‘Portfolio selection’, Journal of Finance 7(1), 77–91. Roll, R. & Ross, S. A. (Fall 1983), ‘The merits of the arbitrage pricing theory for portfolio management’, Institute for Quantitative Research in Finance pp. 14–15. Ross, S. A. (1976), ‘The arbitrage theory of capital asset pricing’, Journal of Economic Theory 13, 341–360. Sharpe, W. F. (1964), ‘Capital asset prices - a theory of market equilibrium under conditions of risk’, Journal of Finance pp.

1976), ‘The arbitrage theory of capital asset pricing’, Journal of Economic Theory 13, 341–360. Sharpe, W. F. (1964), ‘Capital asset prices - a theory of market equilibrium under conditions of risk’, Journal of Finance pp. 425–442.

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An introduction to modern portfolio theory by West G.


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