Posted: February 4th, 2022

‘The optimal risky portfolio, created by using the mean-variance criteria, is the same for all investors’

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1.  ‘The optimal risky portfolio, created by using the mean-variance criteria, is the
   same for all investors’ To what extent do you support this statement? Explain your
   answer by discussing behavioural biases that may affect the composition of the
   optimal risky portfolio
2. Discuss the differences between the Autoregressive Conditional
   Heteroscedasticity (ARCH) model and the Generalised Autoregressive Conditional
   Heteroscedasticity (GARCH) model for updating volatilities.
   Requirements: each 250-300 words   |   .doc file

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