Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market

Article, Preprint OPEN
Martin Širůček; Lukáš Křen;
(2015)
  • Publisher: Mendel University Press
  • Journal: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis (issn: 1211-8516, eissn: 2464-8310)
  • Publisher copyright policies & self-archiving
  • Identifiers: doi: 10.11118/actaun201563041375
  • Subject: Modern Portfolio Theory | Markowitz Portfolio Theory | stock portfolio | Markowitz Portfolio Theory, Modern Portfolio Theory, Capital Asset Pricing Model, CAPM, diversifi cation, stock portfolio | QH301-705.5 | Agriculture | S | CAPM | capital asset pricing model | diversification | Biology (General)
    • jel: jel:G11 | jel:G15

ŠIRŮČEK MARTIN, KŘEN LUKÁŠ. 2015. Application of Markowitz Portfolio Theory by Building Optimal Portfolio on the US Stock Market. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 63(4): 1375–1386. This paper is focused on building investment portf... View more
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