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Published by: Centre for Islamic Banking and Finance
Published in: 2001
Length: 23 pages
Data source: Generalised experience

Abstract

Modern portfolio theory achieved prominence when two of its creators, Harry Markowitz and William Sharpe were awarded the Nobel Prize in Economics for their contributions. Their ideas became the launch pad for the whole portfolio management industry. In this note we apply modern portfolio to illustrate the principles involved in building an efficient investment portfolio.

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Abstract

Modern portfolio theory achieved prominence when two of its creators, Harry Markowitz and William Sharpe were awarded the Nobel Prize in Economics for their contributions. Their ideas became the launch pad for the whole portfolio management industry. In this note we apply modern portfolio to illustrate the principles involved in building an efficient investment portfolio.

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