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)
Dupacova, J., Hurt, J., Stepan, J.: Stochastic Modeling in Economics and Finance. Kluwer, Dordrecht (2002)
Elton, E.J., Gruber, M.J.: Modern Portfolio Theory and Investment Analysis. Wiley, New York (1991)
Ingersoll, J.E.: Theory of Financial Decision Making. Rowman & Littlefield, Savage (1987)
Markowitz, H.M.: Portfolio selection. Journal of Finance 6, 77–91 (1952)
Sharpe, W.F., Alexander, G.J.: Investments. Prentice Hall, Englewood Cliffs, NJ (1990)
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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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DOI: https://doi.org/10.1007/978-3-7908-2593-0_13
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Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-2592-3
Online ISBN: 978-3-7908-2593-0
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