Market Neutral Portfolio Selection: A Pedagogic Illustration
This paper considers market neutral portfolio selection, which is an advanced investment topic. It draws on an idea in the investment literature that short selling a stock in practice is like investing in an artificially constructed security. Such an idea allows this paper to extend textbook coverag...
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| Format: | Article |
| Language: | English |
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McMaster University
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| Series: | Spreadsheets in Education |
| Online Access: | http://sie.scholasticahq.com/article/4608-market-neutral-portfolio-selection-a-pedagogic-illustration.pdf |