Calculating the Efficient Frontier for the Portuguese Stock Market |
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| Authors: | Maria Teresa Medeiros Garcia Daniel Alexandre Bourdain dos Santos Borrego |
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| Institution: | 1.ISEG, Lisbon School of Economics and Management,Universidade de Lisboa,Lisboa,Portugal;2.UECE (Research Unit on Complexity and Economics),Lisboa,Portugal |
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| Abstract: | The paper investigates the efficient frontier and capital market line for the Portuguese stock market before and after the Global Financial Crisis. The efficient frontier and capital market line shift to positions that offer investors better opportunities as we move from 2000‐2008 to 2009–2015. |
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