Calculating the Efficient Frontier for the Portuguese Stock Market

Calculating the Efficient Frontier for the Portuguese Stock Market

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.

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Veröffentlicht in:International advances in economic research 2018-11, Vol.24 (4), p.339-349
Hauptverfasser: Garcia, Maria Teresa Medeiros, dos Santos Borrego, Daniel Alexandre Bourdain
Format: Artikel
Sprache:eng
Schlagworte:
Capital markets
Economic Growth
Economics
Economics and Finance
International Economics
Macroeconomics/Monetary Economics//Financial Economics
Microeconomics
Portfolio management
Securities markets
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Zusammenfassung: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.
ISSN:1083-0898
1573-966X
DOI:10.1007/s11294-018-9705-9