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Journal articles (2008), Maths & Finance, pp. 14-19

La théorie moderne du portefeuille

This article presents the origins and developpment of modern portfolio theory pioneered by H. Markowitz.

PONCET, P. (2008). La théorie moderne du portefeuille. Maths & Finance, pp. 14-19.

Keywords : #Diversification, #Portefeuille, #Portfolio, #Théorème-de-séparation