Browsing NHH Brage by Subject "tangency portfolio"
Now showing items 1-1 of 1
-
Simplifying and generalizing some efficient frontier and CAPM related results
(Discussion paper;12/07, Working paper, 2007-03)This paper simplifies, generalizes, extends, surveys and unifies results related to the efficient frontier in portfolio analysis and to asset pricing formulations of the Capital Asset Pricing Model (CAPM) type. It derives ...