Abstract
The recent development of the portfolio theory owes its origin to the pioneering contribution of Markowitz (1952b). Further important extensions of the theory were made in subsequent years by Tobin (1958), Markowitz (1959), Sharpe (1964), Lintner (1965) and Fama (1971). Their contributions provide us with some important concepts for analyzing the financial markets and the behaviour of investors.
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© 1997 Tapan Biswas
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Biswas, T. (1997). Portfolio Analysis and the Mean-Variance Utility Theory. In: Decision-Making under Uncertainty. Palgrave, London. https://doi.org/10.1007/978-1-349-25817-8_6
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DOI: https://doi.org/10.1007/978-1-349-25817-8_6
Publisher Name: Palgrave, London
Print ISBN: 978-0-333-66261-8
Online ISBN: 978-1-349-25817-8
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