Calculating the Efficient Frontier for the Portuguese Stock Market

Author:

Garcia Maria Teresa MedeirosORCID,dos Santos Borrego Daniel Alexandre Bourdain

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance,Economics and Econometrics

Reference32 articles.

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3. Bawa, V., Elton, E. J., & Gruber, M. J. (1979). Simple rules for optimal portfolio selection in a stable Paretian market. Journal of Finance, 34(2), 1041–1047.

4. BIS (2011). The impact of sovereign credit risk on bank funding conditions, CGFS papers, no 43, committee on the global financial system, July, Bank for International Settlements. https://www.bis.org/publ/cgfs43.pdf

5. Black, F. (1993). Estimating expected return. Financial Analysts Journal, 49(5), 36–38.

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