Portfolio Analysis (Análisis De Portafolio)
55 Pages Posted: 16 May 2007 Last revised: 5 Mar 2012
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: Suggested Citation