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Evolution of the CAPM: From “Premium for Risk” to “Sharp-Linter-Black Model”
by Huseyin Yilmaz
Journal of Finance and Accounting. 2022, 10(1), 1-6. DOI: 10.12691/jfa-10-1-1
Pub. Date: February 07, 2022Views: 351Downloads: 663
the CAPM risk premium beta standard deviation variance covariance Williams Hicks Markowitz Sharp Linther Mossin Treynor Black
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Optimal Cryptocurrency and BIST 30 Portfolios with the Perspective of Markowitz Portfolio Theory
by Sabri Burak Arzova and Caner Özdurak
Journal of Finance and Economics. 2021, 9(4), 146-154. DOI: 10.12691/jfe-9-4-4
Pub. Date: July 27, 2021Views: 1172Downloads: 1580
cryptocurrencies portfolio optimization markowitz
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An Alternative Proof to Markowitz’s Model
by Yaniv Zaks
Journal of Finance and Economics. 2013, 1(3), 33-35. DOI: 10.12691/jfe-1-3-1
Pub. Date: June 28, 2013Views: 14988Downloads: 8515
portfolio selection Markowitz model quadratic programing euclidean projection
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