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1
Portfolio Theory and Risk Management
Cambridge University Press
Maciej J. Capiński
,
Ekkehard Kopp
risk
qα
portfolio
variance
market
figure
expected
function
portfolios
σ2
assets
assume
theorem
utility
asset
avarα
avar
price
probability
consider
stock
lemma
varα
random
compute
measures
σ1
investor
investment
ωi
security
cov
solution
prices
µw
securities
standard
µ2
proposition
attainable
coherent
matrix
weights
µ1
σ22
formula
shares
σ21
risky
options
Year:
2014
Language:
english
File:
PDF, 4.72 MB
Your tags:
0
/
0
english, 2014
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