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where m is the Sharpe ratio of the market portfolio and m and m are the mean and standard deviation of the returns of the market portfolio. Remark 4.6 (.... Capital asset prices: A theory of market equilibrium under conditions of risk. WF Sharpe ... WF Sharpe. Journal of portfolio management 21 (1), 49-58, 1994.. Part D Introduction to derivative securities. Main Issues. Returns of Portfolios. Diversification. Diversifiable vs. Non-diversifiable risks. 31ebe8ef48 marjes
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by R Deering 2019 Modern Portfolio Theory (MPT) in his paper titled, Portfolio Selection. ... Sharpe (1964) helped develop the Capital Asset Pricing Model, which does not...
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