Getting More Out of Two Asset Portfolios
21 Pages Posted: 19 Jun 2006
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Getting More Out of Two Asset Portfolios
Number of pages: 21
Posted: 19 Jun 2006
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Getting More Out of Two-Asset Portfolios
Journal of Applied Finance, Vol. 16, No. 1, Spring/Summer 2006
Number of pages: 10
Posted: 24 Aug 2006
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30
Date Written: September 1, 2005
Abstract
Two asset portfolio mathematics is a fixture in many introductory finance and investment courses. However, the actual development of the efficient frontier and capital market line are generally left to a heuristic discussion with diagrams. In this paper, the mathematics for calculating these attributes of two asset portfolios are introduced in a framework intended for the undergraduate classroom.
Keywords: pedogogy, minimum variance portfolio, efficient frontier, capital allocation line
JEL Classification: G10,G11
Suggested Citation: Suggested Citation
Arnold, Thomas M. and Nail, Lance A. and Nixon, Terry David, Getting More Out of Two Asset Portfolios (September 1, 2005). Available at SSRN: https://ssrn.com/abstract=909543 or http://dx.doi.org/10.2139/ssrn.909543
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