The Fundamentals of Growth, Asset Pricing, and Portfolio Allocation

Michael Dempsey

Chapter 8 in Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding, 2015, pp 131-154 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionPortfolio Formation with One Risky Asset and One Risk-Free AssetThe Log-Wealth Utility FunctionOptimal Portfolio SelectionPortfolio Allocation and the Market Risk PremiumThe Case for Stable DividendsTime for Reflection: What Have We Learned?

Keywords: Stock Markets; Investments; Corporate Finance; Mathematical Finance (search for similar items in EconPapers)
Date: 2015
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