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:

  1. ajseagles3November 9, 2009 at 8:40 PM

    All I need is a DeLorean and a long enough track to get it to 88 MPH, and I can follow their advice.

    ReplyDelete
  2. RichNovember 9, 2009 at 9:08 PM

    There's a nice 83 Delorean on Ebay - bidding is around $13K right now (item # 220505830689). I say go for it.

    ReplyDelete

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