Getting More Out of Two-Asset Portfolios

Getting More Out of Two-Asset Portfolios

Two-asset portfolio mathematics is a fixture in many introductory finance and investment courses. However, the actual development of the efficient frontier and capital market line are generally left to a heuristic discussion with diagrams. In this article, the mathematics for calculating these attri...

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Veröffentlicht in:Journal of applied finance : JAF 2006-04, Vol.16 (1), p.72
Hauptverfasser: Arnold, Tom, Nail, Lance A, Nixon, Terry D
Format: Artikel
Sprache:eng
Schlagworte:
Capital markets
CAPM
College students
Heuristic
Portfolio investments
Studies
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Zusammenfassung:Two-asset portfolio mathematics is a fixture in many introductory finance and investment courses. However, the actual development of the efficient frontier and capital market line are generally left to a heuristic discussion with diagrams. In this article, the mathematics for calculating these attributes of two-asset portfolios are introduced in a framework intended for the undergraduate classroom. [PUBLICATION ABSTRACT]
ISSN:1534-6668