Return to search

An Explanation of "Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification"

This paper explains the mathematics behind the model for portfolio selection presented by Boyle et al. in their 2012 paper, Keynes Meet Markowitz: The Trade-Off Between Familiarity and Diversification. First, I unpack the theoretical background of portfolio selection, as developed by Harry Markowitz and William Sharpe. Second, I explain the model proposed by Boyle et al. and also connect their work to their theoretical forefathers. Lastly, I replicate some of the results of their paper and comment on the significance of their model.

Identiferoai:union.ndltd.org:CLAREMONT/oai:scholarship.claremont.edu:cmc_theses-2375
Date01 January 2016
CreatorsTaylor, Fred C
PublisherScholarship @ Claremont
Source SetsClaremont Colleges
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceCMC Senior Theses
Rights© 2016 Fred C. Taylor, default

Page generated in 0.0018 seconds