Book contents
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- Part Two Valuation
- Part Three Risk
- Part Four Optimal Portfolios
- 11 Optimal Portfolios with One Risky Security
- 12 Comparative Statics of Optimal Portfolios
- 13 Optimal Portfolios with Several Risky Securities
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- Part Eight Martingale Property of Security Prices
- Index
11 - Optimal Portfolios with One Risky Security
Published online by Cambridge University Press: 05 September 2012
- Frontmatter
- Contents
- Foreword
- Preface
- Part One Equilibrium and Arbitrage
- Part Two Valuation
- Part Three Risk
- Part Four Optimal Portfolios
- 11 Optimal Portfolios with One Risky Security
- 12 Comparative Statics of Optimal Portfolios
- 13 Optimal Portfolios with Several Risky Securities
- Part Five Equilibrium Prices and Allocations
- Part Six Mean-Variance Analysis
- Part Seven Multidate Security Markets
- Part Eight Martingale Property of Security Prices
- Index
Summary
- Type
- Chapter
- Information
- Principles of Financial Economics , pp. 111 - 117Publisher: Cambridge University PressPrint publication year: 2000