Mean Variance with a Risk-free Asset

Loading...
來自 Columbia University 的課程
金融工程与风险管理,第 2 部分
395 個評分
Columbia University
395 個評分
從本節課中
Mean-Variance Analysis and CAPM
Problem formulation and solution; the efficient frontier; including the risk-free asset; the Capital Asset Pricing Model (CAPM);implications of CAPM: α, β, security and capital market lines

與講師見面

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Professor
    Industrial Engineering and Operations Research Department

探索我們的目錄

免費加入並獲得個性化推薦、更新和優惠。