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Financial and Insurance Formulas pp 109–118Cite as

Portfolio Analysis and CAPM Model

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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.

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Further Reading

  • Brealey, R.A., Myers, S.C.: Principles of Corporate Finance. McGraw-Hill, New York (1988)

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  • Dupacova, J., Hurt, J., Stepan, J.: Stochastic Modeling in Economics and Finance. Kluwer, Dordrecht (2002)

    MATH  Google Scholar 

  • Elton, E.J., Gruber, M.J.: Modern Portfolio Theory and Investment Analysis. Wiley, New York (1991)

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  • Ingersoll, J.E.: Theory of Financial Decision Making. Rowman & Littlefield, Savage (1987)

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  • Markowitz, H.M.: Portfolio selection. Journal of Finance 6, 77–91 (1952)

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  • Sharpe, W.F., Alexander, G.J.: Investments. Prentice Hall, Englewood Cliffs, NJ (1990)

    Google Scholar 

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Authors and Affiliations

  1. Dept. of Statistics, Faculty of Mathematics and Physics, Charles University of Prague, Sokolovska 83, 186 75, Prague, Czech Republic

    Tomas Cipra

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  1. Tomas Cipra
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Correspondence to Tomas Cipra .

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Cipra, T. (2010). Portfolio Analysis and CAPM Model. In: Financial and Insurance Formulas. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-2593-0_13

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