OpenUCT Home
→
Browsing by Author

Browsing by Author "Mupambirei, Rodwel"

Now showing items 1-1 of 1

Dynamic and robust estimation of risk and return in modern portfolio theory

Author: Mupambirei, Rodwel Date: 2008 The portfolio selection method developed by Markowitz gives a rational investor a way of evaluating different investment options in a portfolio using the expected return and variance of the returns. Sharpe uses the same optimization approach ... Read more

Now showing items 1-1 of 1

Browse

All of OpenUCT