• Corpus ID: 88519085

Modern Portfolio Theory using SAS\textregistered OR

  title={Modern Portfolio Theory using SAS\textregistered OR},
  author={Murphy Choy},
  journal={arXiv: Other Statistics},
  • Murphy Choy
  • Published 3 October 2011
  • Economics
  • arXiv: Other Statistics
Investment approaches in financial instruments have been varied and often produce unpredictable results. Many investors in the earlier days of investment banking suffered catastrophical losses due to poor strategy and lack of understanding of the financial market. With the development of investment banking, many innovative investment strategies have been proposed to make portfolio returns higher than the overall market. One of the most famous theories of portfolio creation and management is the… 


Portfolio Selection: Efficient Diversification of Investments
So it is equal to the group of portfolio will be sure. See dealing with the standard deviations. See dealing with terminal wealth investment universe. Investors are rational and return at the point.