'Market portfolio' presentation slideshows

Introduction to Risk and return

Introduction to Risk and return. Chapter 5. Learning Objectives . LO1: The risk-return relationship LO2: Computing the return on a single asset LO3: Evaluating the risk of holding a single asset LO4: Computing the expected return for a portfolio of assets

1.82k views • 153 slides

Picking the Right Projects: Investment Analysis

Picking the Right Projects: Investment Analysis. Aswath Damodaran. First Principles. Invest in projects that yield a return greater than the minimum acceptable hurdle rate .

1.16k views • 96 slides

The Capital Asset Pricing Model (CAPM)

The Capital Asset Pricing Model (CAPM). Chapter 10. Individual Securities. The characteristics of individual securities that are of interest are the: Expected Return Variance and Standard Deviation Covariance and Correlation. Expected Return, Variance, and Covariance.

1.2k views • 57 slides

CHAPTER 2

CHAPTER 2. Risk and Return: Part I. Topics in Chapter. Basic return concepts Basic risk concepts Stand-alone risk Portfolio (market) risk Risk and return: CAPM/SML. What are investment returns?. Investment returns measure the financial results of an investment.

621 views • 51 slides

644 views • 50 slides

CFA

CFA. Corporate Finance Introduction Resham Jain. Finance. Finance: Money Management Finance includes:- Personal Finance (Individual Planning) Public Finance (Monetary and Fiscal Planning) Corporate Finance (Company Planning). Corporate Finance.

1.91k views • 45 slides

Capital Asset Pricing Model and Arbitrage Theory

Capital Asset Pricing Model and Arbitrage Theory. Riccardo Colacito. Capital Asset Pricing Model (CAPM). Equilibrium model that underlies all modern financial theory Derived using principles of diversification with simplified assumptions

1.07k views • 44 slides

Finding the Efficient Set (Chapter 5)

Finding the Efficient Set (Chapter 5). Feasible Portfolios Minimum Variance Set & the Efficient Set Minimum Variance Set Without Short-Selling Key Properties of the Minimum Variance Set Relationships Between Return, Beta, Standard Deviation, and the Correlation Coefficient.

952 views • 36 slides

Capital Asset Pricing and Arbitrage Pricing Theory

Capital Asset Pricing and Arbitrage Pricing Theory. 7. Bodie, Kane, and Marcus Essentials of Investments, 9 th Edition. 7.1 The Capital Asset Pricing Model. 7.1 The Capital Asset Pricing Model. Assumptions Markets are competitive, equally profitable

789 views • 35 slides

Joy Global (JOY) Module 6: Cost of Capital and Valuation

Joy Global (JOY) Module 6: Cost of Capital and Valuation. Thomas Maguire 2/12/2014. Joy Global Background. Manufactures and services mining equipment Focus on: Coal, Copper, Iron Ore, Oil Sands, and Gold Revenue split between Surface Mining Equipment Underground Mining Machinery.

523 views • 33 slides

Return Concepts

Return Concepts. Presenter Venue Date. Why Focus on Return Concepts?. Holding Period Return. Other Return Concepts. Equity Risk Premium. Equity Risk Premium Estimates. Historical Estimates Forward-Looking Estimates Gordon growth model estimates Macroeconomic model estimates

421 views • 31 slides

Introduction to Capital Market Theory and Asset Pricing Model FINM014 Dr Xun Lei

775 views • 27 slides

The Arbitrage Pricing Theory (Chapter 10)

The Arbitrage Pricing Theory (Chapter 10). Single-Factor APT Model Multi-Factor APT Models Arbitrage Opportunities Disequilibrium in APT Is APT Testable? Consistency of APT and CAPM. Essence of the Arbitrage Pricing Theory.

2.12k views • 26 slides

Investment Analysis and Portfolio Management

Investment Analysis and Portfolio Management. Lecture 7 Gareth Myles. The Capital Asset Pricing Model (CAPM). The CAPM is a model of equilibrium in the market for securities.

567 views • 26 slides

Chapter 8: Usefulness of Accounting Information to Investors and Creditors

Firm valuation models Efficient-markets hypothesis CAPM Cross-sectional valuation studies. Company-auditor roles Accounting data and creditors Accounting allocations Information economics . Chapter 8: Usefulness of Accounting Information to Investors and Creditors.

1.11k views • 20 slides

The Capital Asset Pricing Model

386 views • 13 slides

Capital Market Theory (Chap 9,10 of RWJ)

307 views • 11 slides

FINA 4310 Spring 2002

FINA 4310 Spring 2002 9(d) Market Efficiency Performance of Professional Portfolio Managers Beating the Market Suppose that markets are inefficient, and it is possible to beat the market Can it be possible for everyone to beat the market at the same time?

468 views • 9 slides

Limits to Diversification

Limits to Diversification. Assume w i =1/N, ? i 2 = ? 2 and ? ij = C ? p 2 =N(1/N) 2 ? 2 + (1/N) 2 C(N 2 - N) ? p 2 =(1/N)? 2 + C - (1/N)C as N ?? ? p 2 = C average covariance. Presence of Risk free Security. R f = risk free rate ? 2 f = 0

223 views • 9 slides

Budging (Just a Little) on Investing in Gold -Tana Goldfield

174 views • 6 slides