![7.1 A SINGLE-FACTOR SECURITY MARKET Input list (portfolio selection) ◦ N estimates of expected returns ◦ N estimates of variance ◦ n(n-1)/2 estimates. - ppt download 7.1 A SINGLE-FACTOR SECURITY MARKET Input list (portfolio selection) ◦ N estimates of expected returns ◦ N estimates of variance ◦ n(n-1)/2 estimates. - ppt download](https://images.slideplayer.com/26/8600891/slides/slide_16.jpg)
7.1 A SINGLE-FACTOR SECURITY MARKET Input list (portfolio selection) ◦ N estimates of expected returns ◦ N estimates of variance ◦ n(n-1)/2 estimates. - ppt download
![PDF] SHARPE'S SINGLE INDEX MODEL AND ITS APPLICATION TO CONSTRUCT OPTIMAL PORTFOLIO: AN EMPIRICAL STUDY | Semantic Scholar PDF] SHARPE'S SINGLE INDEX MODEL AND ITS APPLICATION TO CONSTRUCT OPTIMAL PORTFOLIO: AN EMPIRICAL STUDY | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/b9a15ab5bbfba0503d3c0af461be2d87a92ea900/16-Figure3-1.png)
PDF] SHARPE'S SINGLE INDEX MODEL AND ITS APPLICATION TO CONSTRUCT OPTIMAL PORTFOLIO: AN EMPIRICAL STUDY | Semantic Scholar
![Why use single index model? (Instead of projecting full matrix of covariances) 1.Less information requirements 2.It fits better! - ppt download Why use single index model? (Instead of projecting full matrix of covariances) 1.Less information requirements 2.It fits better! - ppt download](https://slideplayer.com/5105166/16/images/slide_1.jpg)