Optimization of the Financial Instruments Portfolio
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References listed on IDEAS
- Roll, Richard, 1977. "A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory," Journal of Financial Economics, Elsevier, vol. 4(2), pages 129-176, March.
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Keywords
risk premium; capital market line (CML); multi-factor model (APT); passive and active strategy for asset portfolio management; efficiency of financial markets; top-down model; bottom-up model.;All these keywords.
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