'Geometric average' presentation slideshows

966 views • 63 slides

Part 2-3 ??

Part 2-3 ??. ?????. Outlines. Statistical calculations of risk and return measures Risk Aversion Systematic and firm-specific risk Efficient diversification The Capital Asset Pricing Model Market Efficiency. Rates of Return: Single Period. HPR = Holding Period Return

734 views • 58 slides

A history of risk

514 views • 51 slides

Lessons From Capital Market History: Return & Risk

Lessons From Capital Market History: Return & Risk. Chapter 10. Topics. Calculate 1 Period Returns Five Important Types of Financial Investments Risk-Free Investment What We Can Learn From Capital Market History Using Past To Predict Future Average Returns: There Is Reward For Bearing Risk

464 views • 46 slides

A Brief History of Risk and Return

1. A Brief History of Risk and Return. A Brief History of Risk and Return. Two key observations: There is a substantial reward, on average, for bearing risk. Greater risks accompany greater returns. Dollar & Percent Returns.

672 views • 41 slides

Some Lessons from Capital Market History Chapter 12

Some Lessons from Capital Market History Chapter 12. We can examine returns in the financial markets to help us determine the appropriate returns on non-financial assets We can learn lessons from capital market history: There is a reward for bearing risk

411 views • 41 slides

Empirical Issues Portfolio Performance Evaluation

411 views • 39 slides

Risk and Return: Past and Prologue

Risk and Return: Past and Prologue. 5. Bodie, Kane and Marcus Essentials of Investments 9 th Global Edition. 5.1 Rates of Return. Holding-Period Return (HPR) Rate of return over given investment period HPR= [PS ? PB + CF] / PB PS = Sale price PB = Buy price

797 views • 35 slides

Return, Risk, and the SML

Return, Risk, and the SML. RWJ-Chapter 13. Dividends. Ending market value. Time. 0. 1. Initial investment. Returns. Dollar Returns the sum of the cash received and the change in value of the asset, in dollars. Percentage Returns

525 views • 34 slides

Arithmetic vs. Geometric Mean

392 views • 33 slides

A Brief History of Risk and Return

1. A Brief History of Risk and Return. A Brief History of Risk and Return. Our goal in this chapter is to see what financial market history can tell us about risk and return. There are two key observations: First, there is a substantial reward, on average, for bearing risk.

284 views • 28 slides

5.1 Rates of Return

5.1 Rates of Return. 5- 1. Measuring Ex-Post (Past) Returns. $8. $45. $52. (52 - 45 + 8) / 45 = 33.33%. An example: Suppose you buy one share of a stock today for $45 and you hold it for one year and sell it for $52. You also received $8 in dividends at the end of the year.

342 views • 24 slides

Ranking using Multiple Document Types in Desktop Search

307 views • 18 slides

t owards an Open Humanitarian Risk Index

t owards an Open Humanitarian Risk Index. A comprehensive , widely-accepted and open evidence base with which to reach common understanding and coordinated action Tony Craig , co-chair IASC Sub W orking G roup on Preparedness Tom De Groeve , Joint Research Centre of the European Commission.

239 views • 12 slides

UNECE Workshop on Consumer Price Indices

UNECE Workshop on Consumer Price Indices Session 4: Practical Experiences with Calculating Elementary Indices and Treatment of Missing Prices Presentation by Cengiz Erdo?an, TurkStat October 10-13 Istanbul, Turkey. Calculation of Elementary Aggregate Indice s. Idealized World

109 views • 10 slides

Definitions

Definitions. Term structure of interest rates : relationship between the yields on bonds (typically Treasuries) and their terms to maturity. Yield curve : graphical portrayal of the term structure. Yield Curves. flat descending (or inverted) ascending (includes steep and normal) humped.

217 views • 6 slides