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Investments 4/c/e
Investments, 4th Canadian Edition, 4/e
Zvi Bodie, Boston University School of Management
Alex Kane, University of California, San Diego
Alan Marcus, Boston College
Stylianos Perrakis, Concordia University
Peter Ryan, University of Ottawa

The Capital Asset Pricing Model

Web Links

Prepared by William Lim, University of New Brunswick.
Efficient Frontier: Brandeis University
(http://www.cs.brandeis.edu/~magnus/stocks/node4.html)

A discussion of Markowitz's Efficient Frontier.
The CAPM debate: University of Quebec
(http://ideas.uqam.ca/ideas/data/Articles/fipfedmqry:1995:i:Fall:p:2-17.html)

Collection of papers on academic research on CAPM
Sharpe Ratio: Stanford University
(http://www.stanford.edu/~wfsharpe/art/sr/sr.htm)

A portfolio performance measure.
William Sharpe (home page): Stanford Graduate School of Business
(http://www.stanford.edu/~wfsharpe/home.htm)

Home page of William F. Sharpe, developer of CAPM.
Richard Roll (homepage): The Anderson School at UCLA
(http://www.anderson.ucla.edu/admin_dept/media_rel/facultydir/roll.html)

Richard Roll is a leading researcher in finance. His views the testability of the CAPM and his work on the APT have been very influential.
Yahoo’s finance site
(http://finance.yahoo.com)

The site listed above can be used to assess beta coefficients for individual U.S. securities and U.S. mutual funds.
MSN’s finance site
(http://moneycentral.msn.com/investor/home.asp)

The site listed above can be used to assess beta coefficients for individual U.S. securities and U.S. mutual funds.
FP Analyzer
(http://www.fpdata.finpost.com/suite/)

The site listed above can be used to assess beta coefficients for Canadian securities and mutual funds. Your university must subscribe to FP Analyzer before you can use this service.
Canadian Institute of Chartered Business Valuators
(http://www.cicbv.ca/)

The site listed above can be used to assess beta coefficients for Canadian securities and mutual funds. You need to register as a student to use this service.
http://www.efficientfrontier.com
(http://www.efficientfrontier.com/)

The site listed above contains information useful for individual investors related to modern portfolio theory and portfolio allocation.




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