Home > Research > Publications & Outputs > A Portfolio Theory and Riskless CAPM Teaching P...
View graph of relations

A Portfolio Theory and Riskless CAPM Teaching Program.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

<mark>Journal publication date</mark>1984
<mark>Journal</mark>British Accounting Review
Issue number1
Number of pages6
Pages (from-to)61-66
Publication StatusPublished
<mark>Original language</mark>English


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'.