Markowitz & Diversification
In this session we review the practical use of the MPT theoretic framework.
Please see under Readings the compulsory papers - they all apply to the last two sessions - providing more background to the theory we do in these sessions.
For attribution, please cite this work as
Katzke (2025, Aug. 21). Financial Economics Course: Session 3. Retrieved from https://www.fecos.nfkatzke.com/posts/2020-08-15-session3/
BibTeX citation
@misc{katzke2025session,
author = {Katzke, N.F.},
title = {Financial Economics Course: Session 3},
url = {https://www.fecos.nfkatzke.com/posts/2020-08-15-session3/},
year = {2025}
}