Modern portfolio theory tools: a methodological design and application
A passive investment management model was developed via a critical literature review of portfolio methodologies. This model was developed based on the fundamental models originated by both Markowitz and Sharpe. The passive model was automated via the development of a computer programme that can b...
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| Format: | Others |
| Language: | en |
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2009
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| Online Access: | http://hdl.handle.net/10539/6814 |