Separation, diversification, and decomposition in the single-period portfolio problem
Thesis advisor: Edward J. Kane === Portfolio theory attempts to answer two fundamental questions concerning financial investments. In the language of the old adage "Don't put all of your eggs in one basket," the two questions arising are: 1) "How many baskets should the eg...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
Boston College
1972
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/2345/1802 |