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Markowitz  Risk - Return Optimization Markowitz  Risk - Return Optimization

Markowitz Risk - Return Optimization - PowerPoint Presentation

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Uploaded On 2018-09-21

Markowitz Risk - Return Optimization - PPT Presentation

Introduction Modern portfolio theory was fathered by Harry Markowitz in the 1950s It assumes that an investor wants to maximize a portfolios expected return contingent on any given amount of risk with risk measured by the standard deviation of the portfolios rate of return ID: 674345

portfolio risk return asset risk portfolio asset return expected free market efficient assets the

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