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More on the portfolio theory paper

In Uncategorized on January 25, 2010 by Randy

I have added a link to a pdf visual (below) that shows how one finds the premium that a person would require to take a risky portfolio instead of a certain one. Now to the analogy from evolution. André has shown that natural selection prefers the “two offspring per year” (certain outcome) to the “50% chance of 1 offspring and 50% chance of 3”. Can you suggest an analogous name for the portfolio risk premium that exists in the model of evolution?

More on portfiolio theory

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One Response to “More on the portfolio theory paper”

  1. Thanks for the links concerning whether portfolio theory is dead or not!

    Re: “Can you suggest an analogous name for the portfolio risk premium that exists in the model of evolution?”

    I think it is just the “Gilespie effect” among philosophers of biology!

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