A Portfolio Theory and Riskless CAPM Teaching Program.

Taylor, Paul (1984) A Portfolio Theory and Riskless CAPM Teaching Program. British Accounting Review, 16 (1). pp. 61-66. ISSN 0890-8389

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Abstract

This programme suite, designed for finance teaching modules, will generate the efficient frontier of a set of risky securities. Given a riskless rate, it will calculate the tangential market portfolio and the capital and security market lines. It will plot, using a double density procedure, the relevant frontiers and pricing relationships, and give further information, on demand, about the efficient frontier. It will also calculate betas given returns. The plotting routines are designed for a 32K Commodore 'Pet'.

Item Type:
Journal Article
Journal or Publication Title:
British Accounting Review
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/1400/1402
Subjects:
ID Code:
31183
Deposited By:
Deposited On:
04 Jan 2010 12:49
Refereed?:
Yes
Published?:
Published
Last Modified:
21 Apr 2020 01:23