Markowitz efficient frontier and capital market line : evidence from the portuguese stock market
This paper estimates the efficient frontier and the capital market line using listed stocks of the Portuguese capital market that are part of the PSI20 index, considering two different periods - before and after the 2008 financial crisis, known as the Global Financial Crisis. The results show the im...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2017
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| Texto completo: | http://hdl.handle.net/10400.5/13948 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/13948 |