Portfolio Analysis (Análisis De Portafolio)

55 Pages Posted: 16 May 2007 Last revised: 5 Mar 2012

See all articles by Ignacio Velez-Pareja

Ignacio Velez-Pareja

Grupo Consultor CAV Capital Advisory & Valuation

Date Written: October 20, 2003


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

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

JEL Classification: G31

Suggested Citation

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

Ignacio Velez-Pareja (Contact Author)

Grupo Consultor CAV Capital Advisory & Valuation ( email )

Ave Miramar # 18-93 Apt 6A
+573112333074 (Phone)

HOME PAGE: http://cashflow88.com/decisiones/decisiones.html

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