Ancient Portfolio Theory

20 Pages Posted: 2 Apr 2008

See all articles by Craig W. French

Craig W. French

Portfolio Engineering Laboratory

Date Written: March 1, 2008

Abstract

I provide a review of the history of Modern Portfolio Theory and a perspective on the Capital Asset Pricing Model.

Keywords: MPT, CAPM

JEL Classification: B10, B25, B31, G12

Suggested Citation

French, Craig W., Ancient Portfolio Theory (March 1, 2008). Available at SSRN: https://ssrn.com/abstract=1115866 or http://dx.doi.org/10.2139/ssrn.1115866

Craig W. French (Contact Author)

Portfolio Engineering Laboratory ( email )

115 Pondview Drive
Washington Crossing, PA Pennsylvania 18977
United States
6108446040 (Phone)

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
618
Abstract Views
1,931
rank
51,379
PlumX Metrics