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Documents CHAPTER SEVEN PORTFOLIO ANALYSIS. THE EFFICIENT SET THEOREM n THE THEOREM An investor will choose...

Slide 1 CHAPTER SEVEN PORTFOLIO ANALYSIS Slide 2 THE EFFICIENT SET THEOREM n THE THEOREM An investor will choose his optimal portfolio from the set of portfolios that offer…

Documents CHAPTER TEN FACTOR MODELS. FACTOR MODELS AND RETURN- GENERATING PROCESSES n FACTOR MODELS...

Slide 1 CHAPTER TEN FACTOR MODELS Slide 2 FACTOR MODELS AND RETURN- GENERATING PROCESSES n FACTOR MODELS DEFINITION: a model of a return- generating process that relates…