Еволюция па съвременната теория за инвестиционни портфейли-част 2
Evolution of modern portfolio theory - part П
Author(s): Angel MarchevSubject(s): Economy
Published by: Бургаски свободен университет
Keywords: Markovitz model; Single index model; Multifactor models; Tobin's Тheorem; Capital asset pricing model; zero beta model; arЬitrage pricing theory
Summary/Abstract: The modern portfolio theory deservingly is acknowledged as one of the blghest achievem.ents in financial science. Many researchers have helped its fast development, enrichment and complication. At the same time the theory presents opportunities for many new scientific achievements. Тhе chronological theoretical review of all its essential theoretical models is continued in the paper.
Journal: Бизнес посоки
- Issue Year: 13/2011
- Issue No: 02
- Page Range: 42-49
- Page Count: 7
- Language: Bulgarian
