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http://ssrn.com/abstract=986978
 
 

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Portfolio Analysis (Análisis De Portafolio)


Ignacio Velez-Pareja


Master Consultores

October 20, 2003


Abstract:     
This is a course material from the book Managerial Decision Making Under Risk and Uncertainty. The book is originally in Spanish and is untitled as Decisiones empresariales bajo riesgo e incertidumbre. The level of the book is basic. We use very few mathematics and it is expected to be used by managers.

In this ninth chapter we present the Markowitz portfolio analysis and the Capital Asset Pricing Model CAPM. We also present a procedure to derive the optimum portfolio.

The downloadable material is in Spanish

Note: Downloadable document is in Spanish

Number of Pages in PDF File: 55

Keywords: Portfolio analysis, CAPM, Capital Asset Pricing Model, optimum portfolio

JEL Classification: G31

working papers series





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Date posted: May 16, 2007 ; Last revised: March 5, 2012

Suggested Citation

Velez-Pareja, Ignacio, Portfolio Analysis (Análisis De Portafolio) (October 20, 2003). Available at SSRN: http://ssrn.com/abstract=986978 or http://dx.doi.org/10.2139/ssrn.986978

Contact Information

Ignacio Velez-Pareja (Contact Author)
Master Consultores ( email )
Ave Miramar # 18-93 Apt 6A
Cartagena
Colombia
+575 690 9972 (Phone)
HOME PAGE: http://cashflow88.com/decisiones/decisiones.html
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