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Theory of portfolios: New considerations on classic models and the Capital Market Line

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  • Cruz Rambaud, Salvador
  • Garcia Perez, Jose
  • Angel Sanchez Granero, Miguel
  • Evangelista Trinidad Segovia, Juan

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  • Cruz Rambaud, Salvador & Garcia Perez, Jose & Angel Sanchez Granero, Miguel & Evangelista Trinidad Segovia, Juan, 2005. "Theory of portfolios: New considerations on classic models and the Capital Market Line," European Journal of Operational Research, Elsevier, vol. 163(1), pages 276-283, May.
    • Handle: RePEc:eee:ejores:v:163:y:2005:i:1:p:276-283
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    References listed on IDEAS

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    1. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
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