Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
finance concept
|
| gptkbp:contrastsWith |
Security Market Line
|
| gptkbp:describes |
risk-return tradeoff
|
| gptkbp:form |
E(Rp) = Rf + [(E(Rm) - Rf)/σm] * σp
|
| https://www.w3.org/2000/01/rdf-schema#label |
Capital Market Line
|
| gptkbp:originatedIn |
gptkb:Capital_Asset_Pricing_Model
|
| gptkbp:passesThrough |
gptkb:market_portfolio
risk-free rate |
| gptkbp:relatedTo |
gptkb:Modern_Portfolio_Theory
gptkb:Efficient_Frontier gptkb:Sharpe_Ratio Market Portfolio Risk-free Asset |
| gptkbp:usedIn |
portfolio optimization
|
| gptkbp:xAxis |
portfolio standard deviation
|
| gptkbp:yAxis |
expected portfolio return
|
| gptkbp:bfsParent |
gptkb:Efficient_Frontier
|
| gptkbp:bfsLayer |
7
|