Economics Research International
Volume 2011 (2011), Article ID 781760, 9 pages
http://dx.doi.org/10.1155/2011/781760
Research Article

Sharpe (Ratio) Thinking about the Investment Opportunity Set and CAPM Relationship

Faculty of Economics, University of Agder, Service Box 422, 4604 Kristiansand, Norway

Received 6 December 2010; Revised 20 April 2011; Accepted 4 May 2011

Academic Editor: Yi-Ming Wei

Copyright © 2011 Valeriy Zakamulin. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citations to this Article [1 citation]

The following is the list of published articles that have cited the current article.

  • A. K. Bhurjee, P. Kumar, and G. Panda, “Optimal Range of Sharpe Ratio of a Portfolio Model with Interval Parameters,” Journal of Information and Optimization Sciences, vol. 36, no. 4, pp. 367–384, 2015. View at Publisher · View at Google Scholar