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

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

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Publication:704096

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DOI10.1016/J.EJOR.2004.01.016zbMath1067.90101OpenAlexW2073425082MaRDI QIDQ704096

Salvador Cruz Rambaud, Juan Evangelista Trinidad Segovia, José García Pérez, Miguel Angel Sánchez-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

Risk Portfolio Efficient frontier Markowitz Capital Market Line Lintner Return Sharpe Tobin

Mathematics Subject Classification ID

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

Cites Work

Safety First and the Holding of Assets

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