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Mathematical Models in Portfolio Selection

Published online by Cambridge University Press:  18 August 2016

P. G. Moore
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Synopsis

A great deal of theoretical and empirical work has been carried out in recent years, particularly in the United States, on the use of mathematical models as an aid to the selection of investment portfolios containing equities. The present paper attempts to survey some of the more important advances that have been made, and to assess them in relation to the problems that managers face in the running of a portfolio.

Type
Research Article
Information
Journal of the Institute of Actuaries , Volume 98 , Issue 2 , September 1972 , pp. 103 - 148
Copyright
Copyright © Institute and Faculty of Actuaries 1972

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