Research & Teaching Pages of Patrick Toche, keywords: "economics", "toche", "patrick toche"

Investment and Diversification: Optimal Portfolio Allocation

    • Maple worksheet for the CAPM and related models :  mw
    • Maple procedure to export plot :  plain text
    • Maple procedure to define colors :  plain text

  • This page was constructed for graduate students interested in the role of diversification in portfolio allocation. If you use the resources made available here, please do send me an email. If you notice problems, please check your calculations with fellow students and if problems persist do inform me by email. Maple worsheets can be read only with the Maple software. Maple worksheets are unintelligble with a standard word processor.