ВЕСТНИК Санкт-Петербургского университета. Серия менеджмент.
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Published since 2002
Frequency: 4 issues per year
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Issue 1, 2003

Varian H. R. A Portfolio of Nobel Laureates: Markowitz, Miller and Sharpe

This article is a translation of the comprehensive survey on the contribution of 1990 Nobel Prize winners to the building of financial economics. Portfolio theory, MM-theorem, and CAPM (Capital Asset Pricing Model) are discussed.

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Released: Issue 4, 2023
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