User markowitz - Quantitative Finance Stack Exchange

markowitz

Member for 7 years, 6 months
Last seen more than a month ago

Italy

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19 Answers

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4 votes

Why do we assume quadratic utility in portfolio theory?

answered May 31, 2016 at 17:53

2 votes

Optimal Portfolios with Skewed and Heavy-Tailed Distributions

answered Feb 5, 2021 at 19:36

1 vote

CAPM betas at different horizons

answered May 23, 2016 at 14:50

1 vote

Relationship between diversification and standard deviation

answered Feb 19, 2019 at 11:34

1 vote

Difference between CAPM and single index model

answered Feb 19, 2019 at 16:56

1 vote

What exactly makes CAPM an equilibrium model?

answered Mar 20, 2019 at 13:27

1 vote

Markowitz w/ riskless asset & CAPM

answered Apr 14, 2019 at 8:44

1 vote

Risk-Free Rate In CAPM

answered Apr 17, 2019 at 8:36

1 vote

Two fund separation when there's a risky asset?

answered Jun 5, 2016 at 9:16

1 vote

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

answered Jun 7, 2016 at 14:58

1 vote

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

answered May 16, 2016 at 12:47

0 votes

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

answered May 19, 2016 at 16:36

0 votes

CAPM - Beta of zero and its implications on diversification

answered May 22, 2016 at 14:23

0 votes

Difference between CAPM and mean variance optimization

answered May 22, 2016 at 21:33

0 votes

Validity of CAPM

answered Jun 17, 2016 at 10:29

0 votes

mean variance optimization vs max sharpe ratio

answered Nov 20, 2018 at 22:48

0 votes

Fundamental CAPM questions

answered Apr 17, 2019 at 12:30

0 votes

Accepted

serial correlation and CUSUM results

answered Apr 17, 2019 at 13:09

0 votes

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

answered Feb 20, 2021 at 16:19