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An arbitrary benchmark CAPM : one additional frontier portfolio is sufficient
Ekern, Steinar (contributor) - 2008
Persistent link: https://www.econbiz.de/10003766442
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Simplifying and generalizing some efficient frontier and CAPM related results
Ekern, Steinar (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538956
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An Arbitrary Benchmark CAPM : One Additional Frontier Portfolio is Sufficient
Ekern, Steinar - 2008
The benchmark CAPM linearly relates the expected returns on an arbitrary asset, an arbitrary benchmark portfolio, and an arbitrary MV frontier portfolio. The benchmark is not required to be on the frontier and may be non-perfectly correlated with the frontier portfolio. The benchmark CAPM...
Persistent link: https://www.econbiz.de/10014047121