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dc.contributor.advisorNovack, Sheldon
dc.contributor.authorPage, Jean-Paul
dc.contributor.authorPréfontaine, Jacques
dc.date.accessioned2018-07-04T15:44:11Z
dc.date.available2018-07-04T15:44:11Z
dc.date.created1974
dc.date.issued1974
dc.identifier.urihttp://hdl.handle.net/11143/12652
dc.description.abstractSince 1960, a great deal of effort has been deployed explaining the price of capital assets and the personal investment process. This study seeks neither to add to the existing structure of capital investment theory, nor to devise new ways of testing varions implications that have already been advanced. Rather, the aim is to examine and test the impact of investing in a complete array of capital assets in the United States economy within the portfolio-analysis framework. Our study could have been carried out using Canadian data but due to the difficulty in obtaining historical data, the United States economy was chosen.
dc.language.isoeng
dc.publisherUniversité de Sherbrooke
dc.rights© Jean-Paul Page, Jacques Préfontaine
dc.titleAn empirical analysis and testing of complete portfolio diversification within the Markowitz efficiency criteria
dc.typeMémoire
tme.degree.disciplineFinance
tme.degree.grantorFaculté d'administration
tme.degree.levelMaîtrise
tme.degree.nameM.A.


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