Single Index Model

Pasquale De Luca
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Pasquale De Luca: University of Rome Sapienza

Chapter 12 in Corporate Finance, 2023, pp 269-279 from Springer

Abstract: Abstract The research about portfolio theory (core of the theory was presented in a pioneering paper by Markowitz in 1956) was focusing on two main directions: the first concerns a simplification of the amount and type of input data needed for portfolio’s analysis; the second concerns the simplification of the computational procedure needed to determine the optimal portfolio.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-031-18300-3_12

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DOI: 10.1007/978-3-031-18300-3_12

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