Global Equity Risk Modeling
作者： Jose Menchero , Andrei Morozov , Peter Shepard
DOI: 10.1007/978-0-387-77439-8_15
关键词: Financial risk management 、 Foundation (evidence) 、 Equity risk 、 Economics 、 Modern theory 、 Actuarial science 、 Risk–return spectrum
摘要: The pioneeringwork of Markowitz (1952) formally established the intrinsic tradeoff between risk and return. This paradigm provided foundation upon which modern theory finance was built has proven so resilient that it survived essentially intact for over 50 years. Almost as remarkable is vigor with been embraced by academics practitioners alike.
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