Abstract
One of the most interesting areas in portfolio management theory is the determination of the optimum solution to the classical problem of a risk averse investor who would like to make his total portfolio risk as small as possible, but at the same time meeting a guaranteed rate of return. Much has been written and said about the various approaches in solving such a problem, that today, a unified body of techniques complemented by highly sophisticated computer software, has evolved. Investment analysts, fund managers, and brokers/dealers often refer to these techniques in their practical investment analysis applications.
Recommended Citation
Rufino, Cesar C.
(1998)
"The Robustness of Optimum Portfolio Investment Rankings When Short Selling Is Allowed and With Risk-Free Lending and Borrowing,"
DLSU Business & Economics Review: Vol. 10:
No.
1, Article 4.
DOI: https://doi.org/10.59588/2243-786X.1406
Available at:
https://animorepository.dlsu.edu.ph/ber/vol10/iss1/4
