Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market
This paper is focused on building investment portfolios by using the Markowitz Portfolio Theory (MPT). Derivation based on the Capital Asset Pricing Model (CAPM) is used to calculate the weights of individual securities in portfolios. The calculated portfolios include a portfolio copying the benchma...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Mendel University Press
2015-01-01
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| Series: | Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis |
| Subjects: | |
| Online Access: | https://acta.mendelu.cz/63/4/1375/ |