References (26)



Portfolio Analysis (Análisis De Portafolio)

Ignacio Velez-Pareja

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

Open PDF in Browser Download This Paper

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: https://ssrn.com/abstract=986978 or http://dx.doi.org/10.2139/ssrn.986978

Contact Information

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
Feedback to SSRN

Paper statistics
Abstract Views: 7,752
Downloads: 2,052
Download Rank: 4,987
References:  26
Paper comments
No comments have been made on this paper