Determining the Efficiency Frontier

Leonardo Badea

Theoretical and Applied Economics, 2008, vol. 2(519), issue 2(519), 25-28

Abstract: This article tries to answer an actual issue inducted by the title portfolio management. How do we combine the risky assets with the ones without risk, which are the portfolios selection criteria, which are their performances and the choices of the rational investor.

Keywords: efficiency frontiers; efficient portfolio; assets without risk. (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
http://store.ectap.ro/articole/284.pdf (application/pdf)
http://www.ectap.ro/articol.php?id=284&rid=34 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:agr:journl:v:2(519):y:2008:i:2(519):p:25-28

Access Statistics for this article

Theoretical and Applied Economics is currently edited by Mircea Dinu

More articles in Theoretical and Applied Economics from Asociatia Generala a Economistilor din Romania / Editura Economica Contact information at EDIRC.
Bibliographic data for series maintained by Mircea Dinu ().