Monday, November 9, 2009
Fama and French on portfolio optimization and the equity premium.
Fama and French talk about how to figure out the equity premium to use in a portfolio optimization problem. Excellent stuff and required reading for any finance MBA students!
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2 comments:
All I need is a DeLorean and a long enough track to get it to 88 MPH, and I can follow their advice.
There's a nice 83 Delorean on Ebay - bidding is around $13K right now (item # 220505830689). I say go for it.
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