Ekern, Steinar - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2007
analysis and to asset pricing formulations of the Capital Asset Pricing Model (CAPM) type. It derives the composition and … properties of many central portfolios in portfolio analysis. It also discusses and provides several CAPM type formulations … has a zero expected return. The Non-frontier zero beta, the Null index and the Augmented frontier CAPM versions supplement …