Optimum Portfolio

Pasquale De Luca
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Pasquale De Luca: University of Rome Sapienza

Chapter 11 in Corporate Finance, 2023, pp 235-267 from Springer

Abstract: Abstract The mean-variance approach does not define the optimum portfolio for each investor. The efficient frontier identifies the efficient portfolios among them the investor must choices on the basis of its preference about risk. This choice depends on the investor’s behaviour and preference about the risk. The definition of the degree of risk aversion of investor is out of the data input of mean-variance approach.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-031-18300-3_11

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DOI: 10.1007/978-3-031-18300-3_11

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