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Introduction
A study in portfolio management
Magnús Eðvald Björnsson
magnus at cs.brandeis.edu
Date:
April 20th 1998
Introduction
On Portfolio Management
Indifference Curves and Risk Aversion
Efficient Set
CAPM
Separation Theorem
The Market Portfolio
Portfolio Management and Information Theory
The Log-Optimal Portfolio
Side Information
Stochastic Markets
Universal Portfolios
Real world example
Summary
Bibliography
About this document ...
Magnus Bjornsson
1998-05-12