Comparative Analysis Between the Portfolio Theory and Investor Praxis
Journal Title: Revista Romana de Statistica - Year 2012, Vol 60, Issue 1
Abstract
Modern Portfolio Theory was initially introduced by Markowitz in 1950-1960 and further developed by Tobin and Sharpe, representing the first step in the direction of modern financial theory. The main problem the investors are confronted with is how much to invest in each action and the mean-variance theory endeavours to find an answer to this particular question.
Authors and Affiliations
Carmen Judith GRIGORESCU
Keywords
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