desarrollo del CAPM y APT; y, la actual, correspondiente a las anomalias del CAPM, la cual incluye el estudio del behavioural …

Usually in financial textbooks and courses the theory of portfolio selection is taught in a strictly theoretical way …, given her preference curves and an efficient frontier. On the other hand, the Capital Asset Pricing Model (CAPM) is … practitioners conclude that those models are just inapplicable theory. This is the most rational behavior one can expect. What can …

Modern portfolio theory suggests that the best strategy to reduce portfolio risk is to diversify internationally rather … portfolios with the domestic assets. This is referred to as the 'equity home bias'. Many researches based on traditional theory …

Modern portfolio theory suggests that the best strategy to reduce portfolio risk is to diversify internationally rather … portfolios with the domestic assets. This is referred to as the 'equity home bias'. Many researches based on traditional theory …