Modern Portfolio Theory and Investment Analysis

Elton, E. J., Gruber, M. J., Brown, S. J., & Goetzmann, W. N. (2014). Modern Portfolio Theory and Investment Analysis. Wiley.

Type

Book

Intellectual base

Textbook

Year

2014

ISBN

9781118469941

Link

https://archive.org/details/modernportfoliot0000unse_l7p5 not authoritativematched

Cited from

economics_finance

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Primes

• Diversification
  • The same identity reappears, under different notation, in diversity-combining in communications, the ecological insurance hypothesis, and reliability theory's common-cause failure analysis.

    This sourceDerives the equal-weight portfolio-variance identity whose covariance floor (ρσ²) is set by correlation rather than count. (Print textbook, ISBN 978-1-118-46994-1.)

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