About this document
Portfolio Investment and Asset Pricing by Hiền is a document available to read on EtoBox.
The document outlines the process of portfolio construction, emphasizing the selection of optimal risky portfolios and capital allocation decisions based on individual risk preferences. It discusses mathematical models for expected returns and risk, including the Capital Asset Pricing Model (CAPM) and the implications of risk tolerance on asset allocation. Additionally, it covers the concept of the market portfolio and the assumptions underlying equilibrium models of asset pricing.
- Author
- Hiền
- Language
- EN