Portfolio theory

Portfolio Theory, CAPM, and Arbitrage Pricing Explained Simply

The second half of Chapter 5 in Artificial Intelligence in Finance covers three theories that shaped how Wall Street thinks about investing. Mean-Variance Portfolio theory, the Capital Asset Pricing Model, and Arbitrage Pricing Theory. These ideas have been in every finance course since the 1960s. Hilpisch walks through them with actual Python code instead of just abstract math.

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