Mean-Variance Approach to Financial Decision-Making

Marcelo Bianconi

Chapter 2 in Financial Economics, Risk and Information:An Introduction to Methods and Models, 2003, pp 67-106 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionPortfolio Mean Return and VarianceThe Efficient FrontierTwo-Fund Theorem, The Risk-Free Asset and One-Fund TheoremThe Pricing of Assets in the Mean-Variance Framework and the No-Arbitrage TheoremSummaryProblemsNotes on the LiteratureReferences

Keywords: Risk and Information; Systems of Financial Markets; Contracts and Asymmetric Information; General Equilibrium Under Uncertainty; Non-Convexities; Portfolio Choice and Asset Pricing (search for similar items in EconPapers)
Date: 2003
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