Calculating the Efficient Frontier for the Portuguese Stock Market

Maria Teresa Garcia () and Daniel Alexandre Bourdain Santos Borrego
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Daniel Alexandre Bourdain Santos Borrego: Universidade de Lisboa

International Advances in Economic Research, 2018, vol. 24, issue 4, No 4, 339-349

Abstract: Abstract The paper investigates the efficient frontier and capital market line for the Portuguese stock market before and after the Global Financial Crisis. The efficient frontier and capital market line shift to positions that offer investors better opportunities as we move from 2000‐2008 to 2009–2015.

Keywords: Markowitz portfolio theory; Mean-variance theory; Efficient frontier; Capital market line; PSI 20; G10; C10 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s11294-018-9705-9

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