Portfolio Analysis (Análisis De Portafolio)
Grupo Consultor CAV Capital Advisory & Valuation
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
Number of Pages in PDF File: 55
Keywords: Portfolio analysis, CAPM, Capital Asset Pricing Model, optimum portfolio
JEL Classification: G31
Date posted: May 16, 2007 ; Last revised: March 5, 2012