کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9663914 | 1446248 | 2005 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Theory of portfolios: New considerations on classic models and the Capital Market Line
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
The aim of this paper is to present an alternative method to obtain the efficient portfolio in Roy's model starting from the concepts of critical return and risk which are introduced here. This method will permit resolution of the main problem of Roy's model, that is to say, the impossibility of obtaining the portfolio in certain situations. The introduction of these new concepts will also allow the detection and solution of a problem associated with the calculation of the Capital Market Line. This work concludes by considering the possibility that investors allocate part of their budget for buying zero-risk assets.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 163, Issue 1, 16 May 2005, Pages 276-283
Journal: European Journal of Operational Research - Volume 163, Issue 1, 16 May 2005, Pages 276-283
نویسندگان
Salvador Cruz Rambaud, José GarcıÌa Pérez, Miguel Angel Sánchez Granero, Juan Evangelista Trinidad Segovia,