@article{Dicle:249810,
      recid = {249810},
      author = {Dicle, Mehmet F.},
      title = {Financial portfolio selection using the multifactor  capital asset pricing model and imported options data},
      journal = {Stata Journal},
      address = {2013},
      number = {199-2016-2859},
      pages = {17},
      year = {2013},
      abstract = {Diversification and portfolio selection are integral parts  of a finance curriculum. In this article, a multifactor  capital asset pricing model is fit for components of the  Dow Jones Composite Index using data from Yahoo! Finance.  Along with the capital asset pricing model’s Beta, other  statistics that are common criteria for portfolio selection  are calculated: historic standard deviation (total risk),  total return, average daily return, and Sharpe and Treynor  measures. Two new commands are introduced, fetchcomponents  and fetchportfolio, that automate the entire process. A  third new command, fetchyahoooptions, is provided to  download and parse equity options data from Yahoo! Finance  webpages and, optionally, to calculate the implied  volatilities for the downloaded options.},
      url = {http://ageconsearch.umn.edu/record/249810},
      doi = {https://doi.org/10.22004/ag.econ.249810},
}