Portfolio Analysis and CAPM Model

Tomas Cipra ()
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Tomas Cipra: Charles University of Prague, Dept. of Statistics, Faculty of Mathematics and Physics

Chapter Chapter 13 in Financial and Insurance Formulas, 2010, pp 109-118 from Springer

Abstract: Abstract Chapter 13 deals with portfolio analysis including the CAPM theory: 13.1. Construction of Portfolio, 13.2. Portfolio with a Risk-Free Asset, 13.3. CAPM Model.

Keywords: Efficient Frontier; Indifference Curve; Capital Asset Price Model; Negative Weight; Market Portfolio (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2593-0_13

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DOI: 10.1007/978-3-7908-2593-0_13

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