Some Geometrical Characteristics of the Risk‐Return Plane

Abstract

Journal of Business Finance & AccountingVolume 15, Issue 3 p. 437-445 Some Geometrical Characteristics of the Risk-Return Plane Graham D. Barr, Graham D. Barr the authors are respectively, Associate Professor in the Department of Mathematical Statistics at the University of Cape Town; and Professor in the International Management Institute, Geneva. the authors gratefully acknowledge helpful comments on an earlier draft of this paper from Professor R. Brealey (London Business School) and Professor W. Sharpe (Stanford). Financial assistance rendered by the Human Sciences Research Council (HSRC) towards the cost of this research is hereby acknowledged. Opinions expressed and conclusions arrived at are those of the authors and are not to be regarded as those of the HSRC. (Paper received July 1986, revised October 1986)Search for more papers by this authorRory F. Knight, Rory F. Knight the authors are respectively, Associate Professor in the Department of Mathematical Statistics at the University of Cape Town; and Professor in the International Management Institute, Geneva. the authors gratefully acknowledge helpful comments on an earlier draft of this paper from Professor R. Brealey (London Business School) and Professor W. Sharpe (Stanford). Financial assistance rendered by the Human Sciences Research Council (HSRC) towards the cost of this research is hereby acknowledged. Opinions expressed and conclusions arrived at are those of the authors and are not to be regarded as those of the HSRC. (Paper received July 1986, revised October 1986)Search for more papers by this author Graham D. Barr, Graham D. Barr the authors are respectively, Associate Professor in the Department of Mathematical Statistics at the University of Cape Town; and Professor in the International Management Institute, Geneva. the authors gratefully acknowledge helpful comments on an earlier draft of this paper from Professor R. Brealey (London Business School) and Professor W. Sharpe (Stanford). Financial assistance rendered by the Human Sciences Research Council (HSRC) towards the cost of this research is hereby acknowledged. Opinions expressed and conclusions arrived at are those of the authors and are not to be regarded as those of the HSRC. (Paper received July 1986, revised October 1986)Search for more papers by this authorRory F. Knight, Rory F. Knight the authors are respectively, Associate Professor in the Department of Mathematical Statistics at the University of Cape Town; and Professor in the International Management Institute, Geneva. the authors gratefully acknowledge helpful comments on an earlier draft of this paper from Professor R. Brealey (London Business School) and Professor W. Sharpe (Stanford). Financial assistance rendered by the Human Sciences Research Council (HSRC) towards the cost of this research is hereby acknowledged. Opinions expressed and conclusions arrived at are those of the authors and are not to be regarded as those of the HSRC. (Paper received July 1986, revised October 1986)Search for more papers by this author First published: September 1988 https://doi.org/10.1111/j.1468-5957.1988.tb00146.xCitations: 4AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume15, Issue3September 1988Pages 437-445 RelatedInformation