Impossible Frontiers
收藏NBER2008-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14525
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资源简介：
A key result of the Capital Asset Pricing Model (CAPM) is that the market portfolio---the portfolio of all assets in which each asset's weight is proportional to its total market capitalization---lies on the mean-variance efficient frontier, the set of portfolios having mean-variance characteristics
提供机构：
美国国家经济研究局
创建时间：
2008-12-01
