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Calculating the Efficient Frontier for the Portuguese Stock Market

Author

Listed:
  • Maria Teresa Medeiros Garcia

    (Universidade de Lisboa
    UECE (Research Unit on Complexity and Economics))

  • Daniel Alexandre Bourdain Santos Borrego

    (Universidade de Lisboa)

Abstract

The paper investigates the efficient frontier and capital market line for the Portuguese stock market before and after the Global Financial Crisis. The efficient frontier and capital market line shift to positions that offer investors better opportunities as we move from 2000‐2008 to 2009–2015.

Suggested Citation

  • Maria Teresa Medeiros Garcia & Daniel Alexandre Bourdain Santos Borrego, 2018. "Calculating the Efficient Frontier for the Portuguese Stock Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 24(4), pages 339-349, November.
    • Handle: RePEc:kap:iaecre:v:24:y:2018:i:4:d:10.1007_s11294-018-9705-9
    DOI: 10.1007/s11294-018-9705-9
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    References listed on IDEAS

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