'Lintner' diaporamas de présentation

Security Analysis

675 views • 52 slides

IV. Calculating the Efficient Frontier

IV. Calculating the Efficient Frontier. Calculating the Efficient Frontier Short sales are allowed, riskless lending and borrowing is allowed Short sales are allowed , no riskless borrowing and lending Short sales disallowed, riskless lending and borrowing allowed

505 views • 29 slides

CHAPTER 9

CHAPTER 9. The Capital Asset Pricing Model. It is the equilibrium model that underlies all modern financial theory Derived using principles of diversification with simplified assumptions Markowitz, Sharpe, Lintner and Mossin are researchers credited with its development.

352 views • 19 slides