411 REFERENCE · Wikibooks
Portfolio theory and mathematical models
Reference material by Wikibooks contributors. This retains its source identity and is not 411 news reporting.
Risk and portfolio analysis
Value at risk
The optimum portfolio
/Tobin's theorem/
The market portfokio
Systematic risk and unsystematic risk
The capital asset pricing model(CAPM)
The mathematical deriviation of the CAPM
The relationship between the CAPM and SML
Capital budgeting and Capital structure
The estimation of project betas
Capital gearing
Modigliani-Miller theorem
Arbitrage Pricing Theory
Sharpe ratio
Matrices
Orthogonal Projection
Random variables
Regression
Portfolio modeling
Mean-variance analysis
Capital market theory
finance
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