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Portfolio Analysis and CAPM Model

  • Tomas Cipra
Chapter

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 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Further Reading

  1. Brealey, R.A., Myers, S.C.: Principles of Corporate Finance. McGraw-Hill, New York (1988)Google Scholar
  2. Dupacova, J., Hurt, J., Stepan, J.: Stochastic Modeling in Economics and Finance. Kluwer, Dordrecht (2002)MATHGoogle Scholar
  3. Elton, E.J., Gruber, M.J.: Modern Portfolio Theory and Investment Analysis. Wiley, New York (1991)Google Scholar
  4. Ingersoll, J.E.: Theory of Financial Decision Making. Rowman & Littlefield, Savage (1987)Google Scholar
  5. Markowitz, H.M.: Portfolio selection. Journal of Finance 6, 77–91 (1952)Google Scholar
  6. Sharpe, W.F., Alexander, G.J.: Investments. Prentice Hall, Englewood Cliffs, NJ (1990)Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  1. 1.Dept. of Statistics, Faculty of Mathematics and PhysicsCharles University of PraguePragueCzech Republic

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