 |  Investments, 4th Canadian Edition, 4/e Zvi Bodie,
Boston University School of Management
Alex Kane,
University of California, San Diego
Alan Marcus,
Boston College
Stylianos Perrakis,
Concordia University
Peter Ryan,
University of Ottawa
Portfolio Selection
Web LinksPrepared by William Lim, University of New Brunswick.
| | | Portfolio Selection: MCS
(http://www-fp.mcs.anl.gov/otc/Guide/CaseStudies/port/formulations.html)
A technical discussion of the portfolio selection problem. |
| | | Portfolio Theory : Contingency Analysis
(http://www.contingencyanalysis.com/glossarymodernportfoliotheory.htm)
Modern Portfolio Theory (MPT) was introduced by Harry Markowitz with his paper "Portfolio Selection" which appeared in the 1952 Journal of Finance. Thirty-eight years later, he shared a Nobel Prize with Merton Miller and William Sharpe for what has become a broad theory for portfolio selection and corporate finance. |
| | | Portfolio Science: Portfolio Science
(http://www.portfolioscience.com)
This site uses historical information to calculate potential losses for individual securities or portfolios of securities. The risk measure is based on the concept of value at risk and includes some capabilities of stress testing. |
| | | Finance Yahoo: Daily, Weekly, Monthly Closing Prices
(http://chart.yahoo.com/d)
Daily, weekly and monthly closing prices for stocks. Add a .to at the end of the stock’s ticker to get closing prices for stocks traded on the Toronto Stock Exchange. For example, Royal Bank would be RY.to and to get the S&P/TSX close, use the ticker Ùtse |
| | | Financial Engines: Financial Engines
(http://www.financialengines.com)
This site has risk measures that can be used to compare individual stocks to an average hypothetical portfolio. |
|
2003 McGraw-Hill Higher Education