22. (Appendix Question) How many parameters must be estimated to analyze the risk-return profile of a 50-stock
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22. (Appendix Question) How many parameters must be estimated to analyze the risk-return profile of a 50-stock portfolio using
(a) the original Markowitz approach and
(b) the market model approach?
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Investments
ISBN: 9788120321014
6th Edition
Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey
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