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markowitz's user avatar
markowitz's user avatar
markowitz
  • Member for 8 years, 2 months
  • Last seen more than a month ago
  • Italy
4 votes

Why do we assume quadratic utility in portfolio theory?

2 votes

Optimal Portfolios with Skewed and Heavy-Tailed Distributions

1 vote

CAPM betas at different horizons

1 vote

Relationship between diversification and standard deviation

1 vote

Difference between CAPM and single index model

1 vote

What exactly makes CAPM an equilibrium model?

1 vote

Markowitz w/ riskless asset & CAPM

1 vote

Risk-Free Rate In CAPM

1 vote

Two fund separation when there's a risky asset?

1 vote

Under the CAPM, how do I deal with market returns being below the risk-free rate?

1 vote

Tangency portfolio and CML - Why does it have the highest sharpe ratio?

0 votes

Derivation of the tangency / maximum Sharpe ratio portfolio in Markowitz Portfolio Theory? (2 risky assets)

0 votes

CAPM - Beta of zero and its implications on diversification

0 votes

Difference between CAPM and mean variance optimization

0 votes

Validity of CAPM

0 votes

mean variance optimization vs max sharpe ratio

0 votes

Fundamental CAPM questions

0 votes
Accepted

serial correlation and CUSUM results

0 votes

Do the minimum VaR and minimum ES portfolios lie on the mean-variance efficient frontier?