The alpha-beta analysis and geometric mean strategy of portfolio solution
Date of Publication
1982
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Applied Mathematics
College
College of Science
Department/Unit
Mathematics and Statistics
Abstract/Summary
This paper discusses the alpha-beta analysis and the geometric mean strategy, two mathematical techniques of portfolio selection directed towards determining the most suitable portfolio for the large private or institutional investor. The alpha-beta analysis is a method for portfolio selection developed from simple regression analysis. The discussion of the alpha-beta analysis includes the following: description of the measurement of investment risk, the relevant information that can be derived from the relationship between expected investment return and investment risk measured, and application of these relevant information to the analysis of portfolio selection. An actual case illustration is presented on the alpha-beta analysis, namely, the College Retirement Equities Fund (CREF) in the U.S.
Abstract Format
html
Language
English
Format
Accession Number
TU02790
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
156 leaves
Keywords
Portfolio management--mathematical models
Recommended Citation
Hidalgo, C. L., & Kintanar, J. B. (1982). The alpha-beta analysis and geometric mean strategy of portfolio solution. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/15107
