Question
What is the relationship between the optimal portfolio, the single index model and capm? Does that mean the minimum variance portfolio and optimal portfolio point
What is the relationship between the optimal portfolio, the single index model and capm? Does that mean the minimum variance portfolio and optimal portfolio point or global feasible set is the optimal portfolio incurring in the CAPM only rather than the single index model?
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CFIN
Authors: Scott Besley, Eugene Brigham
5th edition
1305661656, 9781305888036 , 978-1305666870
