
jamshidiyante thanthram

oonn-factor asattu prais modalukalkkulla oru saankethikavidyayaanu jumshidians trick, ithu oopshanukalude portfolioyaayi aasthikalude portfoliyoyil oru oopshan veendum prakadippikkunnu. 1989ll farshid jamshidiyanaanu ithu vikasippichath.
eee thanthram thaazhepparayunna lalithavum ennaal valare upayogapradavumaaya ganithashaasthra nireekshanatthe aasrayichirikkunnu. oru riyal variablinte (formula 2-lake mapp cheiyunna) monodon (vardhikkunna) function formula 1, oru random variable formula 3, oru konsttant formula 4 ennivayude oru kramam pariganikkuka. 
function formula _ 5 vardhikkukayum formula _ 2 lake mapp cheyyukayum cheiyunnathinaal, samavaakya formula _ 8 nuu oru advitheeya parihara formula _ 7 undu.
function formula _ 1 vardhichukondirikkunnathu 
soothravaakyam _ 10
saambathika prayogangalil, oro random variable formula _ 11 oru asattu moolyathe prathinidheekarikkunnu, nambar formula _ 12 ennathu aasthikalude portfoliyoyile oopshante strikeanu. athinaal, vyakthigatha aasthikalude formula _ 11-leeii oopshanukalude portfoliyoyude adisthaanathil aasthikalude portfoliyoyile oru oopshante prathiphalam namukk strake formula _ 14 upayogichu prakadippikkaan kazhiyum.

