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Thougts on risk (post-War): theory becomes dogma

In: The Pillars of Finance

Author

Listed:
  • Guy Fraser-Sampson

    (Cass Business School)

Abstract

The stated scope of Markowitz’s 19521 article is quite clear. He argues that a diversified portfolio must always be preferable to an undiversified one. This is based on the assumption that ‘variance of return is an undesirable thing’, and a mathematical proof that variance of return may be reduced within an equity portfolio by holding a number of different shares.

Suggested Citation

  • Guy Fraser-Sampson, 2014. "Thougts on risk (post-War): theory becomes dogma," Palgrave Macmillan Books, in: The Pillars of Finance, chapter 0, pages 114-133, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-137-26406-0_9
    DOI: 10.1057/9781137264060_9
    as

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