Objective
Our objective is to provide a tool for a user to
select an optimal investment portfolio, taking into account
considerations of risk and return. To achieve this goal, we examined
research
performed by leading financial experts, financial theories presented in other
courses and operations research ideas presented in C&O 370. The
combination
of these diverse information sources lead to the adoption of our basic model: the
Arbitrage Pricing Theory.
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Contents
Last Updated November 19, 1997 by Chris Payton