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

DOI10.1016/J.EJOR.2004.01.016zbMATH Open1067.90101OpenAlexW2073425082MaRDI QIDQ704096FDOQ704096

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

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zbMATH Keywords

RiskMarkowitzPortfolioCapital Market LineEfficient frontierLintnerReturnSharpeTobin

Mathematics Subject Classification ID

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

Cites Work

• Safety First and the Holding of Assets

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