Theory of portfolios: New considerations on classic models and the Capital Market Line

DOI10.1016/J.EJOR.2004.01.016MaRDI QIDQ704096zbMATH OpenOpenAlexFDO

Authors Salvador Cruz Rambaud, José García Pérez, Juan Evangelista Trinidad Segovia, Miguel Angel Sanchez Granero

Publication date 12 January 2005

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2004.01.016

zbMATH Keywords

Capital Market LineEfficient frontierLintnerMarkowitzPortfolioReturnRiskSharpeTobin

Mathematics Subject Classification ID

Marketing, advertising (90B60) Portfolio theory (91G10)

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Cites work

• Safety First and the Holding of Assets

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