'Efficient portfolios' presentation slideshows

Chapter 11 Optimal Portfolio Choice

Chapter 11 Optimal Portfolio Choice. Chapter Outline. 11.1 The Expected Return of a Portfolio 11.2 The Volatility of a Two-Stock Portfolio 11.3 The Volatility of a Large Portfolio 11.4 Risk Versus Return: Choosing an Efficient Portfolio 11.5 Risk-Free Saving and Borrowing

1.76k views • 90 slides

Portfolio Management

Portfolio Management. Grenoble Ecole de Management MSc Finance 2011. Learning Objectives. Mastering the principles of the portfolio management process: The minimum variance and the efficient frontier Capital Market Line Capital Asset Pricing Model Multi-factor models

1.06k views • 83 slides

Portfolio Theory Capital Market Theory Capital Asset Pricing Model

2.01k views • 61 slides

CHAPTER 5 Risk and Rates of Return

CHAPTER 5 Risk and Rates of Return. Stand-alone risk Portfolio risk Risk & return: CAPM / SML. Investment returns. The rate of return on an investment can be calculated as follows:.

1.22k views • 52 slides

Mean-Variance Analysis continued

Mean-Variance Analysis continued. Context of risk-return portfolio optimization. Portfolio optimization. Implementation. performance. Dynamics. New information. risk. Market data. Statistical processing. Hovedpunkter. Utvidelse av standard modellen

661 views • 51 slides

Chapter 5 The Mathematics of Diversification

1.07k views • 45 slides

CHAPTER 5 Risk and Return: Portfolio Theory and Asset Pricing Models

CHAPTER 5 Risk and Return: Portfolio Theory and Asset Pricing Models. Portfolio Theory Capital Asset Pricing Model (CAPM) Efficient frontier Capital Market Line (CML) Security Market Line (SML) Beta calculation Arbitrage pricing theory Fama-French 3-factor model. Portfolio Theory.

718 views • 44 slides

Ch.7 The Capital Asset Pricing Model: Another View About Risk

Ch.7 The Capital Asset Pricing Model: Another View About Risk. 7.1 Introduction 7.2 The Traditional Approach to the CAPM 7.3 Using the CAPM to value risky cash flows 7.4 The Mathematics of the Portfolio Frontier: Many Risky Assets and No Risk-Free Asset

628 views • 38 slides

CHAPTER 3 Risk and Return: Part II

CHAPTER 3 Risk and Return: Part II. Capital Asset Pricing Model (CAPM) Efficient frontier Capital Market Line (CML) Security Market Line (SML) Beta calculation Arbitrage pricing theory Fama-French 3-factor model. What is the CAPM?.

1.01k views • 37 slides

CHAPTER 3 Risk and Return: Part II

CHAPTER 3 Risk and Return: Part II. Capital Asset Pricing Model (CAPM) Efficient frontier Capital Market Line (CML) Security Market Line (SML) Beta calculation Arbitrage pricing theory Fama-French 3-factor model. What is the CAPM?.

665 views • 37 slides

Top Down Investing

872 views • 34 slides

Chapter 9

Chapter 9. Capital Market Theory. Learning Objectives. Explain capital market theory and the Capital Asset Pricing Model (CAPM). Discuss the importance and composition of the market portfolio.

654 views • 34 slides

433 views • 31 slides

Roger Hill Technical Director of GeoPowering the West

The Role of Geothermal in Enhancing Energy Diversity and Security in the Western US (DRAFT). Roger Hill Technical Director of GeoPowering the West. Wednesday, May 11 2005 Salem, Oregon.

426 views • 30 slides

IV. Calculating the Efficient Frontier

IV. Calculating the Efficient Frontier. Calculating the Efficient Frontier Short sales are allowed, riskless lending and borrowing is allowed Short sales are allowed , no riskless borrowing and lending Short sales disallowed, riskless lending and borrowing allowed

505 views • 29 slides

Chapter 9

Chapter 9. Capital Market Theory. Learning Objectives. Explain capital market theory and the Capital Asset Pricing Model (CAPM). Discuss the importance and composition of the market portfolio.

737 views • 24 slides

The Capital Asset Pricing Model

The Capital Asset Pricing Model. P.V. Viswanath For a First Course in INvestments. Learning Goals. What are the assumptions of the CAPM? What are the implications of the CAPM? What happens if we relax the assumptions of the CAPM? Is the CAPM testable in principle?

384 views • 21 slides

Mean-Variance Optimization

1.4k views • 19 slides

453 views • 7 slides

CAPM

CAPM. The Capital Market Line CML. Drawing the Capital Market Line. Step 1. Plot each portfolio onto the Risk/Return Chart. Return. Rp. Risk. Drawing the Capital Market Line. Step 2. Freehand draw the efficiency frontier by joining the outermost points to form a smooth curve. Return. Rp.

317 views • 5 slides